Bayesian model selection and parameter estimation in penalized regression model using SMC samplers.
Thi Le Thu NguyenFrançois SeptierGareth W. PetersYves DelignonPublished in: EUSIPCO (2013)
Keyphrases
- regression model
- bayesian model selection
- parameter estimation
- model selection
- markov chain monte carlo
- cross validation
- maximum likelihood
- least squares
- sample size
- hyperparameters
- variable selection
- random sampling
- statistical models
- gaussian process
- random fields
- approximate inference
- posterior distribution
- mixture model
- parameter estimation algorithm
- linear model
- em algorithm
- multivariate regression
- bayesian inference
- machine learning
- feature selection
- regression trees