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Simultaneous parameter estimation and variable selection via the logit-normal continuous analogue of the spike-and-slab prior

We introduce a Bayesian prior distribution, the logit-normal continuous analogue of the spike-and-slab, which enables flexible parameter estimation and variable/model selection in a variety of settings. We demonstrate its use and efficacy in three case studies—a simulation study and two studies on r...

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Detalles Bibliográficos
Autores principales: Thomson, W., Jabbari, S., Taylor, A. E., Arlt, W., Smith, D. J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Royal Society 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6364637/
https://www.ncbi.nlm.nih.gov/pubmed/30958174
http://dx.doi.org/10.1098/rsif.2018.0572