Gibbs Priors for Bayesian Nonparametric Variable Selection with Weak Learners.

Antonio R. Linero Junliang Du

Published in: J. Comput. Graph. Stat. (2023)

Keyphrases

variable selection
maximum a posteriori
high dimensional
cross validation
model selection
dimension reduction
markov random field
bayesian framework
machine learning
prior knowledge
pattern recognition
generalization error
feature selection
dimensionality reduction
maximum likelihood