Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models

DOI10.1080/01621459.2012.737742zbMath1258.62082arXiv1105.5250OpenAlexW3101032515MaRDI QIDQ4904729

Thomas Kneib, Ludwig Fahrmeir, Fabian Scheipl

Publication date: 31 January 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.5250

zbMATH Keywords

penalized splinesspatial regressiongeneralized additive mixed modelsparameter expansionstochastic search variable selection.

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (31)

Estimator selection and combination in scalar-on-function regression ⋮ Penalized likelihood and Bayesian function selection in regression models ⋮ Variational inferences for partially linear additive models with variable selection ⋮ The Spike-and-Slab LASSO ⋮ Mean and quantile boosting for partially linear additive models ⋮ The expectation-maximization approach for Bayesian quantile regression ⋮ Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines ⋮ Estimating the health effects of environmental mixtures using Bayesian semiparametric regression and sparsity inducing priors ⋮ Multilevel structured additive regression ⋮ Relevant parameter changes in structural break models ⋮ Additive Bayesian variable selection under censoring and misspecification ⋮ Subject-specific Dirichlet-multinomial regression for multi-district microbiota data analysis ⋮ Semiparametric functional factor models with Bayesian rank selection ⋮ Bayesian inference in nonparanormal graphical models ⋮ High-dimensional Bayesian inference in nonparametric additive models ⋮ Bayesian effect fusion for categorical predictors ⋮ Bayesian curve fitting and clustering with Dirichlet process mixture models for microarray data ⋮ Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection ⋮ Simultaneous transformation and rounding (STAR) models for integer-valued data ⋮ Bayesian quantile regression for partially linear additive models ⋮ Bayesian nonlinear model selection for gene regulatory networks ⋮ Implicit copulas from Bayesian regularized regression smoothers ⋮ Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures ⋮ Bayesian structured additive distributional regression with an application to regional income inequality in Germany ⋮ A local join counts methodology for spatial clustering in disease from relative risk models ⋮ Bayesian Additive Machine: classification with a semiparametric discriminant function ⋮ Bayesian effect selection in structured additive distributional regression models ⋮ Bayesian Hierarchical Varying-Sparsity Regression Models with Application to Cancer Proteogenomics ⋮ Bayesian Graphical Regression ⋮ RADIOHEAD: radiogenomic analysis incorporating tumor heterogeneity in imaging through densities ⋮ A Bayesian time-varying effect model for behavioral mHealth data

Uses Software

• GMRFLib
• BayesX
• SemiPar
• mboost
• spikeSlabGAM
• BayesTree
• hgam

Cites Work

• BART: Bayesian additive regression trees
• Identifiability in penalized function-on-function regression models
• Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
• Boosting algorithms: regularization, prediction and model fitting
• Component selection and smoothing in multivariate nonparametric regression
• Practical variable selection for generalized additive models
• Variable selection in nonparametric additive models
• Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models
• High-dimensional additive modeling
• A comparison of regression spline smoothing procedures
• Generalized structured additive regression based on Bayesian P-splines
• Spike and slab variable selection: frequentist and Bayesian strategies
• Data augmentation for support vector machines
• Bayesian curve-fitting with free-knot splines
• Surface estimation, variable selection, and the nonparametric oracle property
• Robust, Adaptive Functional Regression in Functional Mixed Model Framework
• Wavelet-based Functional Mixed Models
• A Bayesian Hierarchical Model for Classification with Selection of Functional Predictors
• The horseshoe estimator for sparse signals
• Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
• Model Selection in Spline Nonparametric Regression
• Semiparametric Regression
• Exact likelihood ratio tests for penalised splines
• Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
• A review of Bayesian variable selection methods: what, how and which

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