Bayesian Subset Modeling for High-Dimensional Generalized Linear Models

Keyphrases

• High-dimensional Generalized Linear Models 100%
• Best Subset Regression 100%
• Sure Independence Screening 80%
• Iterative Sure Independence Screening 60%
• Elastic Net 20%
• Joint Information 20%
• Criteria Model 20%
• Variable Screening 20%
• Extended Bayesian Information Criterion 20%
• Marginal Inclusion Probability 20%

Mathematics

• Bayesian 100%
• Generalized Linear Model 100%
• Posteriori 16%
• Elastic Net 16%
• Bayesian Information Criterion 16%
• Number 16%
• Inclusion Probability 16%
• Marginals 16%
• Supplementary Material 16%