Adaptive sampling for Bayesian variable selection

DOI10.1093/biomet/92.4.747zbMath1160.62312OpenAlexW603679014MaRDI QIDQ3545401

Robert Kohn, David J. Nott

Publication date: 10 December 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/92.4.747

zbMATH Keywords

Markov chain Monte CarloBayesian model averaging

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Asymptotic properties of parametric tests (62F05)

Related Items (24)

Power-expected-posterior priors for variable selection in Gaussian linear models ⋮ A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density ⋮ Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models ⋮ Regression density estimation using smooth adaptive Gaussian mixtures ⋮ Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines ⋮ Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods ⋮ Estimating discrete Markov models from various incomplete data schemes ⋮ Bayesian Approaches to Shrinkage and Sparse Estimation ⋮ Efficient MCMC sampling in dynamic mixture models ⋮ Bayesian variable selection and model averaging in the arbitrage pricing theory model ⋮ Bayesian high-dimensional screening via MCMC ⋮ A loss-based prior for variable selection in linear regression methods ⋮ On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces ⋮ Generalized smooth finite mixtures ⋮ Mixtures of \(g\)-priors for Bayesian model averaging with economic applications ⋮ Analysis of clustered binary data with unequal cluster sizes: a semiparametric Bayesian approach ⋮ Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities ⋮ Bayesian Variable Selection in Markov Mixture Models ⋮ Joint specification of model space and parameter space prior distributions ⋮ Bayesian computation: a summary of the current state, and samples backwards and forwards ⋮ Sequential Monte Carlo on large binary sampling spaces ⋮ On Bayesian lasso variable selection and the specification of the shrinkage parameter ⋮ Bayesian variable selection in a class of mixture models for ordinal data: a comparative study ⋮ Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables

This page was built for publication: Adaptive sampling for Bayesian variable selection