A hybrid deterministic-deterministic approach for high-dimensional Bayesian variable selection with a default prior.
Jieun LeeGyuhyeong GohPublished in: Comput. Stat. (2024)
Keyphrases
- variable selection
- high dimensional
- input variables
- linear models
- cross validation
- dimension reduction
- low dimensional
- model selection
- high dimensional data
- group lasso
- dimensionality reduction
- ensemble selection
- nearest neighbor
- neural network
- genetic programming
- high dimensionality
- support vector machine
- artificial neural networks
- feature selection
- stochastic search
- data sets