A Note on Nonlocal Prior Method
Reviewed by Pith T0 review T1 audit T2 compute T3 formal T4 kernel pith:FRCA3OJZrecord.jsonopen to challenge →
classification
stat.ME
keywords
priornonlocalableclassdecreasingdetectdimensionalhigh
read the original abstract
We propose a new class of nonlocal prior to improve the performance of variable selection in high dimensional setting. We prove our new prior possesses the robustness to hyper parameter settings and is able to detect smaller decreasing signals.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.