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5. Scalable Approximation Algorithms for Bayesian Variable Selection

Scalable Approximation Algorithms for Bayesian Variable Selection

来源 :数学统计在医学成像及大数据应用的集成方法研讨会(MSMIA2016) | 被引量 : 0次 | 上传用户：QiuWK

【摘 要】

：

　　There has been an intense development on the estimation of a sparse re-gression/classification model in statistics,machine learning and related fields.In th

【作 者】

：

Feng Liang 

【机 构】

：

UniversityofIllinoisatUrbana-Champaign,USA

【出 处】

：

数学统计在医学成像及大数据应用的集成方法研讨会(MSMIA2016)

【发表日期】

：

2016年12期

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论文部分内容阅读

　　There has been an intense development on the estimation of a sparse re-gression/classification model in statistics,machine learning and related fields.In this talk,we focus on the Bayesian approach to this problem,where sparsity is incorpo-rated by the so-called spike-and-slab prior on the coefficients.

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