Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients.
Hirofumi MichimaeTakeshi EmuraPublished in: Comput. Stat. (2022)
Keyphrases
- regression coefficients
- linear models
- explanatory variables
- ls svm
- ridge regression
- group lasso
- bayesian inference
- linear model
- response variable
- joint distribution
- gaussian processes
- maximum entropy
- bayesian networks
- variable selection
- maximum likelihood
- learning algorithm
- posterior distribution
- statistical inference
- regression model
- feature space
- feature selection