Variable selection for partially linear models via Bayesian subset modeling with diffusing prior.
Jia WangXizhen CaiRunze LiPublished in: J. Multivar. Anal. (2021)
Keyphrases
- variable selection
- linear models
- cross validation
- input variables
- high dimensional
- number of input variables
- prior knowledge
- gaussian processes
- group lasso
- model selection
- dimension reduction
- linear regression
- linear model
- bayesian inference
- bayesian networks
- image processing
- random sampling
- machine learning
- maximum a posteriori
- pattern recognition