Model selection in binary and tobit quantile regression using the Gibbs sampler.

Yonggang Ji Nan Lin Baoxue Zhang

Published in: Comput. Stat. Data Anal. (2012)

Keyphrases

model selection
cross validation
hyperparameters
posterior distribution
parameter estimation
regression model
sample size
mixture model
variable selection
gaussian process
machine learning
feature selection
random fields
training data
bayesian methods