The choice of variables in multivariate regression: a non-conjugate Bayesian decision theory approach

DOI10.1093/biomet/86.3.635zbMath1072.62510OpenAlexW2095827227MaRDI QIDQ4935363

T. Fearn, Philip J. Brown, Marina Vannucci

Publication date: 10 April 2000

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1dbf1a798cf66f6ca6da368d90415b4f9ae6f731

zbMATH Keywords

Simulated annealingBayesian decision theoryPredictionUtilityMultivariate regressionDeterminismQuadratic lossNear infrared spectroscopyNon-conjugate distribution

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10)

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