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Bayesian grouped variable selection

Published in edoc (University of Basel) • Jan 1, 2012
NobleIDNI7P29W67R07S08
Authors:
Sudhir Raman

Abstract

Traditionally, variable selection in the context of linear regression has been approached using optimization based approaches like the classical Lasso. Such methods provide a sparse \npoint estimate with respect to regression coefficients but are unable to provide more information regarding the dist...

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