An efficient sampling algorithm with adaptations for Bayesian variable selection

DOI10.1016/J.NEUNET.2014.09.010MaRDI QIDQ889341zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Takamitsu Araki, Kazushi Ikeda, Shotaro Akaho

Publication date 6 November 2015

Published in Neural Networks (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.neunet.2014.09.010

zbMATH Keywords

convergenceadaptive Markov chain Monte CarloGibbs variable selectionBayesian logistic regression modelindicator model selectionKuo and Mallick's method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A computational framework for empirical Bayes inference
• A review of Bayesian variable selection methods: what, how and which
• Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering
• Bayesian Variable Selection in Markov Mixture Models
• Bayesian binary kernel probit model for microarray based cancer classification and gene selection
• On Bayesian model and variable selection using MCMC
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Variable selection for regression models
• Weak convergence and optimal scaling of random walk Metropolis algorithms

Cited in

(6)

• Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
• An index sampling algorithm for the bayesian analysis of a class of model selection problems
• In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p
• Variable selection by perfect sampling
• Multiset Model Selection
• Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data

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