Objective Bayesian Model Selection in Generalized Additive Models With Penalized Splines
نویسندگان
چکیده
منابع مشابه
Objective Bayesian Model Selection in Generalised Additive Models with Penalised Splines
We propose an objective Bayesian approach to the selection of covariates and their penalised splines transformations in generalised additive models. The methodology is based on a combination of continuous mixtures of g-priors for model parameters and a multiplicity-correction prior for the models themselves. We introduce our approach in the normal model and extend it to non-normal exponential f...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2015
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2014.912136