Mode jumping MCMC for Bayesian variable selection in GLMM.
Aliaksandr HubinGeir StorvikPublished in: Comput. Stat. Data Anal. (2018)
Keyphrases
- variable selection
- posterior distribution
- markov chain monte carlo
- cross validation
- hyperparameters
- posterior probability
- bayesian inference
- model selection
- input variables
- high dimensional
- stochastic search
- linear models
- bayesian learning
- dimension reduction
- group lasso
- generative model
- probability distribution
- high dimensional data
- bayesian methods
- parameter estimation
- approximate inference
- pattern recognition
- machine learning
- sparsity inducing
- gaussian processes
- latent variables
- maximum a posteriori
- maximum likelihood
- least squares
- bayesian networks