Bayesian variable selection and estimation in quantile regression using a quantile-specific prior.
Mai DaoMin WangSouparno GhoshKeying YePublished in: Comput. Stat. (2022)
Keyphrases
- variable selection
- quantile regression
- cross validation
- input variables
- cross validated
- linear models
- high dimensional
- model selection
- dimension reduction
- bayesian methods
- high dimensional data
- logistic regression models
- feature selection
- computer vision
- maximum a posteriori
- posterior distribution
- ls svm
- parameter estimation
- least squares