A novel Bayesian method for variable selection and estimation in binary quantile regression.
Mai DaoMin WangSouparno GhoshPublished in: Stat. Anal. Data Min. (2022)
Keyphrases
- variable selection
- bayesian methods
- model selection
- cross validation
- hyperparameters
- parameter estimation
- input variables
- high dimensional
- dimension reduction
- linear models
- sample size
- high dimensional data
- bayesian framework
- feature selection
- regression model
- gaussian processes
- machine learning
- data sets
- unsupervised learning
- training data
- gaussian process
- decision trees