Spike and slab variable selection: Frequentist and Bayesian strategies
نویسندگان
چکیده
منابع مشابه
Spike and Slab Variable Selection: Frequentist and Bayesian Strategies
Variable selection in the linear regression model takes many apparent faces from both frequentist and Bayesian standpoints. In this paper we introduce a variable selection method referred to as a rescaled spike and slab model. We study the importance of prior hierarchical specifications and draw connections to frequentist generalized ridge regression estimation. Specifically, we study the usefu...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2005
ISSN: 0090-5364
DOI: 10.1214/009053604000001147