ENC
|
λ
ENC
|
None
|
Influential variables
|
\(\left.\vphantom {\frac {\frac {\sum \limits ^{\frac {\sum \limits ^{2}_{3}} {1}}_{1}}{\sum \limits ^{2}_{3}}}{1_{3}^{4}}}\right \}\text {Frequentist}\ (l_{1}, l_{2}\ \text {penalties})\)
|
quadrupen, glmnet
|
PS
|
λ
MB
|
\(\left.\vphantom {\frac {\sum \limits ^{2}_{3}}{1_{1}^{\frac {1}{2}}}}\text {Subsampling}\right \}\)
|
Influential variables
| | |
LS
|
λ
ENC
| |
Inclusion probabilities
| | |
SS
|
Λ
| |
Inclusion probabilities
| | |
PR
|
λ
MB
|
\(\left.\vphantom {\frac {\sum \limits ^{2}_{3}}{1_{1}^{\frac {1}{2}}}}\right \}\text {Resampling}\)
|
Influential variables
| | |
LR
|
λ
ENC
| |
Inclusion probabilities
| | |
SR
|
Λ
| |
Inclusion probabilities
| | |
BMA
|
E
M
S=1
|
\(\left.\vphantom {\frac {\sum \limits ^{2}}{1_{3}}}\right \}\text {MCMC}\)
|
Inclusion probabilities
|
\(\left.\vphantom {\frac {\sum \limits ^{2}}{1_{3}}}\right \}\text {Bayesian (Spike \& slab prior)}\)
|
BoomSpikeSlab
|
BMAC
|
E
M
S
CV
| |
Inclusion probabilities
| | |