Bayesian Variable Selection

被引:1
|
作者
Sutton, Matthew [1 ]
机构
[1] Queensland Univ Technol, Brisbane, Qld, Australia
基金
澳大利亚研究理事会;
关键词
STOCHASTIC SEARCH; MONTE-CARLO; REGRESSION; SHRINKAGE; ESTIMATOR; INFERENCE; MODELS; PRIORS; SPIKE;
D O I
10.1007/978-3-030-42553-1_5
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this chapter we survey Bayesian approaches for variable selection and model choice in regression models. We explore the methodological developments and computational approaches for these methods. In conclusion we note the available software for their implementation.
引用
收藏
页码:121 / 135
页数:15
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