Bayes factor asymptotics for variable selection in the Gaussian process framework - Mukhopadhyay, Minerva; Bhattacharya, Sourabh (Annals of the Institute of Statistical Mathematics, 2022)
Keywords: Algorithms; Asymptotic properties; Autoregressive processes; Computer simulation; Economics; Feature selection; Finance; Gaussian process; Insurance; Management; Markov chains; Mathematics; Mathematics and Statistics; Regression models; Riboflavin; Route selection; Statistics; Statistics for Business; MCMC; Squared exponential kernel; Kullback–Leibler divergence; Integrated Bayes factor; Strong consistency; Variable selection