Abstract:In today’s rapidly changing social environment, high-dimensional data abound, but not all data are meaningful. In order to reduce costs and reduce consumption, people are more interested in some important variables. Therefore, variable selection of high-dimensional data is an important research direction. Based on the Bayesian method, it stands out among many variable selection methods with effective estimation efficiency and flexible mechanism, and it is also suitable for parametric and non-parametric models.… Show more
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