Objective Bayesian transformation and variable selection using default Bayes factors.
E. CharitidouDimitris FouskakisIoannis NtzoufrasPublished in: Stat. Comput. (2018)
Keyphrases
- variable selection
- input variables
- cross validation
- high dimensional
- model selection
- linear models
- stochastic search
- dimension reduction
- group lasso
- decision trees
- support vector
- data analysis
- maximum likelihood
- high dimensional data
- leave one out cross validation
- bayesian networks
- ensemble selection
- data sets
- logistic regression models
- sparsity inducing
- artificial neural networks
- pattern recognition
- face recognition
- neural network