Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models
结构加性回归模型中用于函数选择的尖峰—厚尾先验
Fabian Scheipla, Ludwig Fahrmeira & Thomas Kneibb a Department of Statistics , Ludwig-Maximilians-Universität München , Munich , Germany b Department of Economics , Georg-August-Universität Göttingen , Göttingen , Germany Structured additive regression (STAR) provides a general framework for complex Gaussian and non-Gaussian regression models, with predictors comprising arbitrary combinations of nonlinear functions and surfaces, spatial effects, varying coefficients, random…