Bayesian group bridge for bi-level variable selection.
Himel MallickNengjun YiPublished in: Comput. Stat. Data Anal. (2017)
Keyphrases
- variable selection
- bi level
- input variables
- cross validation
- linear models
- gray scale
- high dimensional
- stochastic search
- model selection
- bayesian networks
- dimension reduction
- group lasso
- ensemble selection
- pricing model
- feature selection
- maximum likelihood
- high dimensional data
- gray level
- gaussian processes
- image compression
- input image
- multiscale
- neural network