An MCMC model search algorithm for regression problems
نویسندگان
چکیده
منابع مشابه
An MCMC model search algorithm for regression problems
We improve upon the Carlin and Chib MCMC algorithm that searches in model and parameter space. Our proposed algorithm attempts non-uniformly chosen ‘local’ moves in model space and avoids some pitfalls of other existing algorithms. In a series of examples with linear and logistic regression we report evidence that our proposed algorithm performs better than existing algorithms.
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2013
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949655.2012.668907