E. Fokoué

Frequentist Approximation of the Bayesian Posterior Inclusion Probability by Stochastic Subsampling

V. Ly & E. Fokoué · Journal of Advances in Mathematics and Computer Science · 2016

This paper uses stochastic subsampling of the dataset to provide a frequentist approximation to what is known in the Bayesian framework as the posterior inclusion probability (PIP). The distinct merit of this contribution lies in the fact that it makes it easier for typically non...