A Dirichlet Process Prior Approach for Covariate Selection
The variable selection problem in general, and specifically for the ordinary linear regression model, is considered in the setup in which the number of covariates is large enough to prevent the exploration of all possible models. In this context, Gibbs-sampling is needed to perform stochastic model...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-08-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/22/9/948 |