Pages that link to "Item:Q605920"
From MaRDI portal
The following pages link to Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem (Q605920):
Displayed 50 items.
- Inferring causal impact using Bayesian structural time-series models (Q89980) (← links)
- Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models (Q142140) (← links)
- Inconsistency identification in network meta-analysis via stochastic search variable selection (Q158820) (← links)
- Posterior model consistency in variable selection as the model dimension grows (Q254450) (← links)
- Approximate Bayesian model selection with the deviance statistic (Q254453) (← links)
- Exploring dependence between categorical variables: benefits and limitations of using variable selection within Bayesian clustering in relation to log-linear modelling with interaction terms (Q254920) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys (Q296926) (← links)
- Bayesian model selection for a linear model with grouped covariates (Q312603) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- A Bayesian model averaging approach for observational gene expression studies (Q439134) (← links)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- The horseshoe estimator: posterior concentration around nearly black vectors (Q485913) (← links)
- Dynamic inverse prediction and sensitivity analysis with high-dimensional responses: application to climate-change vulnerability of biodiversity (Q486055) (← links)
- Bayesian graphical models for differential pathways (Q516442) (← links)
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications (Q528107) (← links)
- Variable selection and functional form uncertainty in cross-country growth regressions (Q528109) (← links)
- Spiked Dirichlet process priors for Gaussian process models (Q544464) (← links)
- Bayesian model search and multilevel inference for SNP association studies (Q614148) (← links)
- Asymptotic Bayes-optimality under sparsity of some multiple testing procedures (Q638803) (← links)
- An empirical Bayes procedure for the selection of Gaussian graphical models (Q693346) (← links)
- Criteria for Bayesian model choice with application to variable selection (Q693737) (← links)
- A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs (Q729029) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- Simultaneous Bayesian analysis of contingency tables in genetic association studies (Q906232) (← links)
- A new minimal training sample scheme for intrinsic Bayes factors in censored data (Q1623725) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Power-expected-posterior priors for generalized linear models (Q1631573) (← links)
- Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters (Q1642734) (← links)
- Analysis of binary longitudinal data with time-varying effects (Q1654267) (← links)
- Testing for time variation in an unobserved components model for the U.S. economy (Q1655731) (← links)
- Bayesian inference on group differences in multivariate categorical data (Q1663099) (← links)
- Objective Bayesian comparison of constrained analysis of variance models (Q1682437) (← links)
- Objective Bayesian model discrimination in follow-up experimental designs (Q1694014) (← links)
- An approach for finding fully Bayesian optimal designs using normal-based approximations to loss functions (Q1702013) (← links)
- Objective Bayesian transformation and variable selection using default Bayes factors (Q1703858) (← links)
- Non-marginal decisions: a novel Bayesian multiple testing procedure (Q1722066) (← links)
- Posterior consistency in frailty models and simulation studies to test the presence of random effects (Q1726173) (← links)
- The quantile probability model (Q1727855) (← links)
- A novel variational Bayesian method for variable selection in logistic regression models (Q1727887) (← links)
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences (Q1940767) (← links)
- Hyper nonlocal priors for variable selection in generalized linear models (Q1987723) (← links)
- Variations of power-expected-posterior priors in normal regression models (Q2008131) (← links)
- High-dimensional variable selection via low-dimensional adaptive learning (Q2044323) (← links)
- Comparison of Bayesian and frequentist multiplicity correction for testing mutually exclusive hypotheses under data dependence (Q2057375) (← links)
- A model selection approach for variable selection with censored data (Q2057383) (← links)
- Joint Bayesian estimation of voxel activation and inter-regional connectivity in fMRI experiments (Q2065243) (← links)
- A comparison of power-expected-posterior priors in shrinkage regression (Q2081738) (← links)