SHRPEP : SHRINKAGE POWER-EXPECTED-POSTERIOR PRIORS

Ref.No: 65228500
Start date: 22.02.2021
End date: 21.02.2023
Approval date: 22.02.2021
Department: APPLIED MATHEMATICAL & PHYSICAL SCIENCES
Sector: MATHEMATICS
Financier: ΒΑΣΙΚΗ ΕΡΕΥΝΑ, EIDIKOS LOG/MOS EMP
Budget: 15.000,00 €
Public key: 6ΞΦ946ΨΖΣ4-12Δ
Scientific Responsible: Assist. Prof. FOUSKAKIS
Email: fouskakis@math.ntua.gr
Description: THE BAYESIAN APPROACH TO THE VARIABLE SELECTION PROBLEM HAS THE ADVANTAGE THAT ACCOUNTS FOR MODEL UNCERTAINTY, SINCE IT EXPRESSES ALL UNCERTAINTY IN TERMS OF PROBABILITY AND THUS OVERCOMES DIFFICULTIES ENCOUNTERED WITH THE CLASSICAL APPROACH. UNDER THE
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