Cross-validation prior choice in Bayesian probit regression with many covariates
نویسندگان
چکیده
منابع مشابه
Cross-validation prior choice in Bayesian probit regression with many covariates
This paper examines prior choice in probit regression through a predictive crossvalidation criterion. In particular, we focus on situations where the number of potential covariates is far larger than the number of observations, such as in gene expression data. Cross-validation avoids the tendency of such models to fit perfectly. We choose the parameter in the ridge prior, c, as the minimizer of...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2011
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-011-9228-1