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A Bimodal Spike and Slab Model for Variable Selection and Model Exploration
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並列摘要
We have developed an enhanced spike and slab model for variable selection in linear regression models via restricted final prediction error (FPE) criteria; classic examples of which are AIC and BIC. Based on our proposed Bayesian hierarchical model, a Gibbs sampler is developed to sample models. The special structure of the prior enforces a unique mapping between sampling a model and calculating constrained ordinary least squares estimates for that model, which helps to formulate the restricted FPE criteria. Empirical comparisons are done to the lasso, adaptive lasso and relaxed lasso; followed by a real life data example.
被引用紀錄
林昱宏（2011）。製程廢水回收處理系統之經濟效益研究〔碩士論文，國立交通大學〕。華藝線上圖書館。https://doi.org/10.6842/NCTU.2011.01099
Huang, D. K. (2009). 在平台式三維積體電路設計中考慮TSV數量限制的匯流排架構合成器 [master's thesis, National Tsing Hua University]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0016-2705201013403399
延伸閱讀
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