Bayesian high-dimensional screening via MCMC
From MaRDI portal
Publication:466528
DOI10.1016/J.JSPI.2014.07.002zbMath1307.62075arXiv1302.1154OpenAlexW2016133507MaRDI QIDQ466528
Publication date: 27 October 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.1154
model selectionhigh-dimensionalityposterior consistencyconstrained blockwise Gibbs samplerfully Bayesian methodgeneralized hyper-\(g\) priorgeneralized Zellner-Siow priorsize-control prior on model space
Related Items (2)
High-dimensional Bayesian inference in nonparametric additive models ⋮ Bayesian model selection via composite likelihood for high-dimensional data integration
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sure independence screening in generalized linear models with NP-dimensionality
- Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm
- A unified approach to model selection and sparse recovery using regularized least squares
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- High-dimensional variable selection
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Consistency of objective Bayes factors for nonnested linear models and increasing model dimension
- Consistency of objective Bayes factors as the model dimension grows
- Lasso-type recovery of sparse representations for high-dimensional data
- Consistency of Bayesian procedures for variable selection
- Nonparametric regression using Bayesian variable selection
- Approximations and consistency of Bayes factors as model dimension grows
- The risk inflation criterion for multiple regression
- Consistency of Bayesian linear model selection with a growing number of parameters
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- High-dimensional generalized linear models and the lasso
- Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Consistency of Bayes factors for intrinsic priors in normal linear models
- High-dimensional graphs and variable selection with the Lasso
- Calibration and empirical Bayes variable selection
- Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
- The Intrinsic Bayes Factor for Model Selection and Prediction
- Objective Bayesian model selection in Gaussian graphical models
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Sequential Monte Carlo Samplers
- Adaptive sampling for Bayesian variable selection
- Mixtures of g Priors for Bayesian Variable Selection
- Multiple shrinkage and subset selection in wavelets
- Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem
- Flexible Empirical Bayes Estimation for Wavelets
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Bayes Model Averaging with Selection of Regressors
- Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
- Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions
- Likelihood-Based Selection and Sharp Parameter Estimation
- Bayesian Model Selection in High-Dimensional Settings
- Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics
- Empirical Bayes False Coverage Rate Controlling Confidence Intervals
- Benchmark priors for Bayesian model averaging.
This page was built for publication: Bayesian high-dimensional screening via MCMC
