Variable selection methods
碩士 === 國立交通大學 === 統計學研究所 === 104 === "Variables selection" is an important question in statistics. In this thesis we compare several existing methods, including Bayesian Lasso [Park, T. and Casella, G. 2008 ] and Stochastic search variable selection SSVS)[George; Robert E. McCulloch 1993]...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80421005456047039147 |
| Summary: | 碩士 === 國立交通大學 === 統計學研究所 === 104 === "Variables selection" is an important question in statistics. In this thesis we compare several existing methods, including Bayesian Lasso [Park, T. and Casella, G. 2008 ] and Stochastic search variable selection SSVS)[George; Robert E. McCulloch 1993]. We also provide a new method called "grouping method". We make comparison in the case of "large p and small n" data set.
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