Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective
作者： P. Richard Hahn , Carlos M. Carvalho
DOI: 10.1080/01621459.2014.993077
关键词:
摘要: Selecting a subset of variables for linear models remains an active area research. This article reviews many the recent contributions to Bayesian model selection and shrinkage prior literature. A posterior variable summary is proposed, which distills full distribution over regression coefficients into sequence sparse predictors.
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elsevier.com参考文章(62)
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