Model Based Screening Embedded Bayesian Variable Selection for Ultra-high Dimensional Settings.
Dongjin LiSomak DuttaVivekananda RoyPublished in: J. Comput. Graph. Stat. (2023)
Keyphrases
- variable selection
- high dimensional
- dimension reduction
- input variables
- stochastic search
- model selection
- high dimensional data
- low dimensional
- cross validation
- ensemble selection
- linear models
- high dimensionality
- group lasso
- maximum likelihood
- nearest neighbor
- data points
- feature space
- feature vectors
- microarray data
- gaussian processes
- bayesian networks
- feature selection