A variational Bayes approach to variable selection
From MaRDI portal
Markov chain Monte Carlo (MCMC) methods are slow in practice for sufficiently large scale problems. Methods based on mean field variational Bayes (VB) are typically a much faster alternative to stochastic search algorithms and induce sparsity upon the regression coefficients. The VB method selects the true model at an exponential rate (either it gives the rate of convergence or it can be empirically competitive to other methods in the considered simulation settings), so this approach can provide a useful tool when it is not computationally feasible to enumerate all possible models using exact Bayesian approaches. Numerical examples are given: diets simulation, communities and crime data, simulated single-nucleotide polymorphism data.
Recommendations
- scientific article; zbMATH DE number 1034042
- Bayesian variable selection
- A novel variational Bayesian method for variable selection in logistic regression models
- Multivariate Bayesian Variable Selection and Prediction
- Bayesian Variable Selection in Markov Mixture Models
- Variable selection in Bayesian models: using parameter estimation and non parameter estimation methods
- Bayesian variable selection for latent class models
- Bayes variable selection in semiparametric linear models
Cited in
(49)- Bayesian variable selection with shrinking and diffusing priors
- Variational inferences for partially linear additive models with variable selection
- Variable selection using shrinkage priors
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
- A novel variational Bayesian method for variable selection in logistic regression models
- Fast model-fitting of Bayesian variable selection regression using the iterative complex factorization algorithm
- Variational Bayesian methods for spatial data analysis
- Dynamic variable selection with spike-and-slab process priors
- Variational Bayesian inference for network autoregression models
- Sparse linear mixed model selection via streamlined variational Bayes
- \(\alpha\)-variational inference with statistical guarantees
- A novel Bayesian approach for variable selection in linear regression models
- Spike and slab variable selection: frequentist and Bayesian strategies
- Empirical Bayes vs. fully Bayes variable selection
- Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies
- On variational Bayes estimation and variational information criteria for linear regression models
- Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers
- Particle EM for variable selection
- BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications
- Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
- scientific article; zbMATH DE number 1455592 (Why is no real title available?)
- The variational Garrote
- Selecting massive variables using an iterated conditional modes/medians algorithm
- Handbook of Bayesian Variable Selection
- Bayes variable selection in semiparametric linear models
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Semiparametric regression using variational approximations
- Scalable Importance Tempering and Bayesian Variable Selection
- Frequentist consistency of variational Bayes
- Bayesian block-diagonal variable selection and model averaging
- Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
- A review of Bayesian variable selection methods: what, how and which
- Ultra-Fast Approximate Inference Using Variational Functional Mixed Models
- Variable Selection Via Thompson Sampling
- A Bayesian group selection with compositional responses for analysis of radiologic tumor proportions and their genomic determinants
- An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression
- A majorization-minimization approach to variable selection using spike and slab priors
- Bayesian Multi-Task Variable Selection with an Application to Differential DAG Analysis
- Projection-posterior for variable selection: weak limit and coverage
- A variational inference framework for inverse problems
- Regularized Bayesian algorithms for Q-matrix inference based on saturated cognitive diagnosis modelling
- A metropolized adaptive subspace algorithm for high-dimensional Bayesian variable selection
- Variational Bayes for high-dimensional multi-source heterogeneous data with sparse priors
- Variational inference for sparse Poisson regression
- Robust sparse identification of linear parameter-varying systems using variational Bayesian with spike-and-slab prior
- Bayesian inference in high-dimensional models
- Fast Bayesian basis selection for functional data representation with correlated errors
- Mean-field variational Bayes for sparse probit regression
This page was built for publication: A variational Bayes approach to variable selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2408248)
