| 线性模型下基于AIC准测的Bayes变量选择 |
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| 引用本文： | 王树云,宋云胜. 线性模型下基于AIC准测的Bayes变量选择[J]. 山东大学学报(理学版), 2010, 45(6): 43-45 |
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| 作者姓名： | 王树云 宋云胜 |
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| 作者单位： | 1. 山东大学数学学院,山东济南,250100
2. 山西大学数学科学学院,山西太原,030006 |
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| 基金项目： | 国家自然科学基金资助项目，国家重点基础研究发展规划项目计划(973计划) |
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| 摘 要： | 讨论了线性模型下Bayes变量选择问题。通过用AIC准则来修正经典的Bayes变量选择方法,构造修正后的子模型后验分布,并且通过仿真计算验证,修正后的后验分布可以提高变量选择精度。
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| 关 键 词： | Bayes变量选择 AIC准则 后验分布 |
| 收稿时间： | 2010-02-01 |
Bayesian variable selection based on AIC criteria in linear models |
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| WANG Shu-yun,SONG Yun-sheng. Bayesian variable selection based on AIC criteria in linear models[J]. Journal of Shandong University, 2010, 45(6): 43-45 |
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| Authors: | WANG Shu-yun SONG Yun-sheng |
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| Affiliation: | 1. School of Mathematics, Shandong University, Jinan 250100, Shandong, China;2. School of Mathematics, Shanxi University, Taiyuan 030006, Shanxi, China |
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| Abstract: | The problem of Bayesian variable selection in linear models is studied. Different with classical method of Bayesian variable selection, AIC criteria is used to construct the posterior distribution of the subset model. Simulation studies are also provided to demonstrate the better performance of the proposed method.
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| Keywords: | Bayesian variable selection AIC criteria Posterior distribution |
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