Gibbs posterior for variable selection in high-dimensional classification and data mining

Annals of Statistics

Volumn 36, Issue 5, 2008, Pages 2207-2231

  Jiang, Wenxin ^a   Tanner, Martin A ^a  

^a NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Data augmentation; Data mining; Gibbs posterior; High dimensional data; Linear classification; Markov chain Monte Carlo; Prior distribution; Risk performance; Sparsity; Variable selection

Indexed keywords

EID: 54349112850     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS547     Document Type: Article

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