Computation for intrinsic variable selection in normal regression models via expected-posterior prior.
Dimitris FouskakisIoannis NtzoufrasPublished in: Stat. Comput. (2013)
Keyphrases
- regression model
- variable selection
- model selection
- gaussian process
- cross validation
- logistic regression models
- input variables
- linear models
- dimension reduction
- regression analysis
- high dimensional
- feature selection
- regression methods
- prediction model
- gaussian processes
- linear model
- high dimensional data
- survival analysis
- hyperparameters
- regression trees
- ls svm
- probability distribution
- preprocessing
- regression method
- dimensionality reduction
- data mining
- markov blanket
- neural network
- low dimensional
- unsupervised learning
- parameter estimation
- posterior distribution
- singular value decomposition