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Introduction to Bayesian Variable Selection.
January 27 @ 11:00 am - 1:00 pm KST
Daejeon, 34126 Korea, Republic of + Google Map
Variable selection is an approach to identifying a set of covariates that are truly important to explain the feature of a response variable. It is closely connected or belongs to model selection approaches. This talk provides a gentle introduction to Bayesian variable selection methods. The basic notion of variable selection is introduced, followed by several Bayesian approaches with a simple application example.