Project CEMAPRE internal
| Title | On Generalized Linear Models |
| Participants | Rui Paulo (Principal Investigator) |
| Summary | Bayesian variable selection has a long history and a very rich literature, but is mostly focused on linear regression models. There are notable exceptions, however, many recent results and developments are not fully extended to the realm of generalized linear models. Even if conceptually the problem is simple, at least the computational implementation is challenging. Without fully researching and implementing the methodology, one can never be certain of the difficulties that one might encounter. The main goal of this research project is to identify and fully research extension to generalized linear models of ideas that have been explored only in the realm of linear regression. |