An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression

Business & Economics

• Variable Selection 100%
• Linear Regression 56%
• Sample Size 50%
• Model Selection 27%
• Gibbs Sampling 26%
• Markov Chain Monte Carlo 22%
• Propagation 19%
• Regularity 18%
• Simulation Study 17%
• Performance 7%

Mathematics

• Variational Bayes 83%
• Variable Selection 56%
• Linear regression 53%
• Mean Field 24%
• Sample Size 16%
• Gibbs Sampling 13%
• Markov Chain Monte Carlo 11%
• Model Selection 10%
• Propagation 9%
• Simulation Study 7%
• Regularity 7%
• Path 7%
• First-order 7%
• Model 7%
• Performance 6%
• Subset 6%