Variable Selection via MCMC Matching Pursuit
碩士 === 國立高雄大學 === 統計學研究所 === 95 === Usually Bayesian variable selection methods require computing an inversion of a p×p matrix at each iteration of the algorithms, where p is the number of the variables. However, this computational cost is very expensive, especially when p is larger and larger. In o...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/58898329264774919332 |