Variable-Complexity Weighted-Tempered Gibbs Samplers for Bayesian Variable Selection.
Lan V. TruongPublished in: CoRR (2023)
Keyphrases
- variable selection
- markov chain monte carlo
- input variables
- cross validation
- linear models
- high dimensional
- dimension reduction
- bayesian inference
- model selection
- bayesian networks
- maximum likelihood
- markov random field
- random sampling
- group lasso
- logistic regression models
- high dimensional data
- low dimensional
- least squares
- gaussian processes
- artificial neural networks
- machine learning