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Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models
| Content Provider | Semantic Scholar |
|---|---|
| Author | Knight, John Rp Satchell, Stephen T. Zhang, Jessica |
| Copyright Year | 2012 |
| Abstract | We examine a popular practitioner methodology used in the construction of linear factor models whereby particular factors are increased/decreased in relative importance within the model. This allows model builders to customise models and, as such, reflect those factors that the client/modeller may think important. We call this process Pragmatic Bayesianism (or prag-Bayes for short) and we provide analysis which shows when such a procedure is likely to be successful. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://file.scirp.org/pdf/JMF_2013032912380531.pdf |
| Alternate Webpage(s) | http://eprints.bbk.ac.uk/5946/1/5946.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Feature selection Genetic Selection Linear function MODELLER The Pragmatic Programmer |
| Content Type | Text |
| Resource Type | Article |