1 code implementation • 9 Jan 2019 • Alan Lenarcic, William Valdar
Bayesian model selection, with precedents in George and McCulloch (1993) and Abramovich et al. (1998), support credibility measures that relate model uncertainty, but computation can be costly when sparse priors are approximate.
Computation Methodology
no code implementations • 30 Aug 2016 • Yuying Xie, Yufeng Liu, William Valdar
In this paper, we propose a novel estimator for data arising from a group of Gaussian graphical models that are themselves dependent.
no code implementations • 8 Apr 2014 • Jeremy Sabourin, William Valdar, Andrew Nobel
We describe a simple, efficient, permutation based procedure for selecting the penalty parameter in the LASSO.