Bayesian Variable Selection

Two-stage Bayesian variable selection for linear models using I-priors
In a previous work, I showed that the use of I-priors in various linear models can be considered as a solution to the over-fitting …
18 Nov 2015 12:30 PM — 2:00 PM LSE, London, United Kingdom
Haziq Jamil
Project Slides
Two-stage Bayesian variable selection for linear models using I-priors