Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods.
Dimitris FouskakisPublished in: Eur. J. Oper. Res. (2012)
Keyphrases
- optimization methods
- variable selection
- generalized linear models
- high dimensional
- regression model
- efficient optimization
- optimization method
- model selection
- cross validation
- input variables
- logistic regression
- optimization problems
- simulated annealing
- dimension reduction
- linear regression
- bayesian networks
- high dimensional data
- dirichlet process
- posterior distribution
- feature extraction
- regression methods
- bayesian inference
- high dimensionality
- data sets
- maximum likelihood
- optimization algorithm