Seminar

Bayesian Variable Selection in Statistical Models,   Dimitris Fouskakis,   National Technical University of Athens,  Fri, 25 April, 2014,   11:00 a.m. C-356

Abstract

A description of how the Bayesian community deals with the variable selection problem will be presented. Several popular approaches to Bayesian variable selection, including computational methods for posterior evaluation and exploration, will be briefly reviewed. Additionally, different approaches on specifying the prior distribution (a) on the parameter space of each candidate model and (b) on the model space will be shown. Emphasis will be given on "Objective" Bayesian variable selection techniques.