Work

Variable Selection in Bayesian Semiparametric Regression Models

Year: 2014
Type: preprint
Abstract: In this paper we extend existing Bayesian methods for variable selection in Gaussian process regression, to select both the regression terms and the active covariates in the spatial correlation structure. We then use the estimated posterior probabilities to choose between relatively few modes through cross-validation, and consequently improve prediction.
Language: English
Open Access status: green
OpenAlex ID: W261761476
Cites: 20
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Related to: 10