Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis

DOI10.1007/s00180-016-0665-3zbMath1417.62203OpenAlexW2465511957MaRDI QIDQ2358912

Jin-Guan Lin, Lianjie Shu, Aijun Yang, Xue-Jun Jiang

Publication date: 27 June 2017

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-016-0665-3

zbMATH Keywords

probit modelBayesian variable selectioncorrelation priorhigh-dimensional data classificationsparse prior

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
• A study of variable selection using \(g\)-prior distribution with ridge parameter
• Robust \(H_{\infty }\) control for nonlinear uncertain stochastic T-S fuzzy systems with time delays
• Fully Bayes factors with a generalized \(g\)-prior
• A Bayesian hybrid huberized support vector machine and its applications in high-dimensional medical data
• Bayesian binary kernel probit model for microarray based cancer classification and gene selection
• Spike and slab variable selection: frequentist and Bayesian strategies
• Bayesian variable selection for probit mixed models applied to gene selection
• Practical Markov Chain Monte Carlo
• Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage
• Variable Selection in Regression Mixture Modeling for the Discovery of Gene Regulatory Networks
• The Bayesian Lasso
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Bayesian Variable Selection in Linear Regression
• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• Generalized double Pareto shrinkage
• Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics
• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian Classification of Tumours by Using Gene Expression Data
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
• The elements of statistical learning. Data mining, inference, and prediction
• Gene selection for cancer classification using support vector machines
• A review of Bayesian variable selection methods: what, how and which

This page was built for publication: Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis