Bayes Variable Selection in Semiparametric Linear Models
نویسندگان
چکیده
منابع مشابه
Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
We propose an empirical Bayes method for variable selection and coefficient estimation in linear regression models. The method is based on a particular hierarchical Bayes formulation, and the empirical Bayes estimator is shown to be closely related to the LASSO estimator. Such a connection allows us to take advantage of the recently developed quick LASSO algorithm to compute the empirical Bayes...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2014
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2014.881153