Bayesian variable selection

Bayesian variable selection for linear models using I-priors

In statistical modelling, there is often a genuine interest to learn the most reasonable, parsimonious, and interpretable model that fits the data. We turn our attention to the problem of variable selection in the context of ordinary linear …

Bayesian Variable Selection for Linear Models

In statistical modelling, there is often a genuine interest to learn the most reasonable, parsimonious, and interpretable model that fits the data. This is especially true when faced with the oddly perplexing phenomenon of having "too much …

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 problem. In that work, estimation was still done using maximum likelihood, so in a sense it was a kind of …