Minimizing variable selection criteria by Markov chain Monte Carlo

DOI10.1007/S00180-016-0649-3MaRDI QIDQ333351zbMATH OpenOpenAlexFDO

Authors Yen-Shiu Chin, Ting-Li Chen

Publication date 28 October 2016

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-016-0649-3

zbMATH Keywords

optimizationvariable selectionMarkov chain Monte Carlo methodsubset selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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• An implicit enumeration algorithm for mining high dimensional data
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