Bayesian Testing, Variable Selection and Model Averaging in Linear Models using R with BayesVarSel.
Gonzalo García-DonatoAnabel FortePublished in: R J. (2018)
Keyphrases
- variable selection
- linear models
- model averaging
- posterior distribution
- cross validation
- bayesian methods
- hyperparameters
- model selection
- high dimensional
- gaussian processes
- probability distribution
- dimension reduction
- support vector
- parameter estimation
- naive bayes classifier
- bayesian network structures
- dimensionality reduction
- machine learning