A nonparametric Bayesian technique for high-dimensional regression
From MaRDI portal
Abstract: This paper proposes a nonparametric Bayesian framework called VariScan for simultaneous clustering, variable selection, and prediction in high-throughput regression settings. Poisson-Dirichlet processes are utilized to detect lower-dimensional latent clusters of covariates. An adaptive nonlinear prediction model is constructed for the response, achieving a balance between model parsimony and flexibility. Contrary to conventional belief, cluster detection is shown to be aposteriori consistent for a general class of models as the number of covariates and subjects grows. Simulation studies and data analyses demonstrate that VariScan often outperforms several well-known statistical methods.
Recommendations
- Nonparametric variable selection, clustering and prediction for large biological datasets
- Bayesian Variable Selection in Clustering High-Dimensional Data
- scientific article; zbMATH DE number 6458363
- High-dimensional Bayesian inference in nonparametric additive models
- Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data
Cited in
(6)- Markov Neighborhood Regression for High-Dimensional Inference
- Regularized parameter estimation of high dimensional distribution
- Spectral Clustering, Bayesian Spanning Forest, and Forest Process
- A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing
- Nonparametric variable selection, clustering and prediction for large biological datasets
- Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods
This page was built for publication: A nonparametric Bayesian technique for high-dimensional regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q502813)
