Bayesian high-dimensional covariate selection in non-linear mixed-effects models using the SAEM algorithm
From MaRDI portal
Publication:6494387
DOI10.1007/S11222-023-10367-4MaRDI QIDQ6494387
Maud Delattre, Unnamed Author, Guillaume Kon Kam King, Unnamed Author, Laure Sansonnet
Publication date: 30 April 2024
Published in: Statistics and Computing (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Bayesian graphical modeling approach to microRNA regulatory network inference
- Maximum likelihood estimation in nonlinear mixed effects models
- Estimating the dimension of a model
- Bayesian variable selection regression of multivariate responses for group data
- Convergence of a stochastic approximation version of the EM algorithm
- Optimal predictive model selection.
- Variable selection in linear mixed effects models
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- Fast selection of nonlinear mixed effect models using penalized likelihood
- A note on BIC in mixed-effects models
- Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1-Penalization
- Extended Bayesian information criteria for model selection with large model spaces
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- A modular system of algorithms for unconstrained minimization
- Bayesian Variable Selection in Linear Regression
- Mixed-Effects Models in S and S-PLUS
- Coupling a stochastic approximation version of EM with an MCMC procedure
- Bayesian Measures of Model Complexity and Fit
- EMVS: The EM Approach to Bayesian Variable Selection
- On the curved exponential family in the Stochastic Approximation Expectation Maximization Algorithm
- The Elements of Statistical Learning
This page was built for publication: Bayesian high-dimensional covariate selection in non-linear mixed-effects models using the SAEM algorithm
