A Note on Nonlocal Prior Method
Methodology
2017-02-28 v1
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.
Cite
@article{arxiv.1702.07778,
title = {A Note on Nonlocal Prior Method},
author = {Yuanyuan Bian and Ho-Hsiang Wu},
journal= {arXiv preprint arXiv:1702.07778},
year = {2017}
}
Comments
10 pages