Bayesian Neural Network for High-Dimensional Nonlinear Variable
Selection
Description
Perform Bayesian variable selection for high-dimensional nonlinear systems and also can be used to test nonlinearity for a general regression problem. The computation can be accelerated using multiple CPUs. You can refer to Liang, F., Li, Q. and Zhou, L. (2017) at for detail. The publication "Bayesian Neural Networks for Selection of drug sensitive Genes" will be appear on Journals of American Statistical Association soon.