Calibration and empirical Bayes variable selection
نویسندگان
چکیده
منابع مشابه
Calibration and empirical Bayes variable selection
For the problem of variable selection for the normal linear model, selection criteria such as , C p , and have fixed dimensionality penalties. Such criteria are shown to correspond to selection of maximum posterior models under implicit hyperparameter choices for a particular hierarchical Bayes formulation. Based on this calibration, we propose empirical Bayes selection criteria that...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2000
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/87.4.731