Bayesian model uncertainty and selection under differential privacy

V. Peña

In this talk, we present differentially private methods for model averaging and selection for normal linear models. The methods are based on mixtures of g-priors. The procedures are asymptotically consistent and straightforward to implement with existing software.

Palabras clave: Variable selection, Differential Privacy, Bayesian Methods

GT11.BAYES1 Selección de Variables
7 de noviembre de 2023  16:50
CC1: Auditorio

D. Rossell, P. Rognon, P. Zwiernick

G. Garcia-Donato, M. E. Castellanos Nueda

S. Cabras, M. E. Castellanos Nueda, A. Forte Deltell, G. Garcia-Donato, A. Quirós Carretero