On Bayesian lasso variable selection and the specification of the shrinkage parameter.
Anastasia LykouIoannis NtzoufrasPublished in: Stat. Comput. (2013)
Keyphrases
- variable selection
- group lasso
- cross validation
- input variables
- high dimensional
- dimension reduction
- linear models
- model selection
- denoising
- regularization parameter
- high dimensional data
- number of input variables
- maximum likelihood
- bayesian networks
- posterior distribution
- ls svm
- feature selection
- computer vision
- machine learning