Cross-validation prior choice in Bayesian probit regression with many covariates.
Demetris LamnisosJim E. GriffinM. F. J. SteelPublished in: Stat. Comput. (2012)
Keyphrases
- cross validation
- model selection
- regression model
- bayesian methods
- regression problems
- hyperparameters
- sample size
- gaussian processes
- gaussian process
- support vector
- posterior distribution
- regression coefficients
- statistical inference
- expectation propagation
- ls svm
- variable selection
- generalization error
- cross validated
- prior knowledge
- parameter estimation
- information criterion
- mixture model
- regularization parameter
- maximum a posteriori
- error estimation
- bayesian networks
- regression analysis
- maximum likelihood
- machine learning
- support vector regression
- response variable
- unseen data
- latent variables
- logistic regression
- error estimates
- data sets
- training set
- bayesian information criterion
- bayesian inference