Research projects

Project CEMAPRE internal

TitleNonlinear effects
ParticipantsGonzalo Garcia-Donato, Rui Paulo (Principal Investigator)
SummaryTraditional variable selection assumes that the effect of a potential explanatory variables on the
mean response is linear. In this project, we explore the impact on the posterior inclusion
probabilities of modelling the effect on a nonlinear fashion, via a Gaussian stochastic process.