Finite population estimators in stochastic search variable selection
نویسندگان
چکیده
منابع مشابه
Finite population estimators in stochastic search variable selection
Monte Carlo algorithms are commonly used to identify a set of models for Bayesian model selection or model averaging. Because empirical frequencies of models are often zero or one in high-dimensional problems, posterior probabilities calculated from the observed marginal likelihoods, renormalized over the sampled models, are often employed. Such estimates are the only recourse in several newer ...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2012
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/ass040