Generalized Variable Selection Algorithms for Gaussian Process Models by LASSO-Like Penalty
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 6377992 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Bayesian variable selection using spike-and-slab priors with application to high dimensional electroencephalography data by local modelling
- Classification of <scp>high‐dimensional</scp> electroencephalography data with location selection using structured <scp>spike‐and‐slab</scp> prior
- Controlling the false discovery rate via knockoffs
- Gaussian processes for machine learning.
- Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection
- Local-aggregate modeling for big data via distributed optimization: applications to neuroimaging
- Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
- The Bayesian Lasso
- Variable selection consistency of Gaussian process regression
- Variable selection for nonparametric Gaussian process priors: Models and computational strategies
This page was built for publication: Generalized Variable Selection Algorithms for Gaussian Process Models by LASSO-Like Penalty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6967816)