Bayesian Variable Selection in Linear Regression
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(only showing first 100 items - show all)- Comparison of Bayesian objective procedures for variable selection in linear regression
- Bayesian variable selection using an adaptive powered correlation prior
- Bayesian multiple comparisons of simply ordered means using priors with a point mass
- Nonparametric regression using Bayesian variable selection
- A new criterion for variable selection
- Bayesian variable selection with shrinking and diffusing priors
- Bayesian Bootstrap Spike-and-Slab LASSO
- Bayesian predictive simultaneous variable and transformation selection in the linear model.
- Exact adaptive confidence intervals for linear regression coefficients
- Bayesian variable selection regression for genome-wide association studies and other large-scale problems
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- Estimator selection and combination in scalar-on-function regression
- TPRM: tensor partition regression models with applications in imaging biomarker detection
- Group subset selection for linear regression
- Variational inferences for partially linear additive models with variable selection
- Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation
- A hierarchical Bayesian approach for examining heterogeneity in choice decisions
- Scalable methods for Bayesian selective inference
- Variable selection using shrinkage priors
- Bayesian model selection in ordinal quantile regression
- Structured variable selection via prior-induced hierarchical penalty functions
- High-dimensional multivariate posterior consistency under global-local shrinkage priors
- Web-based statistical tools for the analysis and design of clinical trials that incorporate historical controls
- Bayesian multi-tensor factorization
- Efficient Bayesian inference for COM-Poisson regression models
- Fast state-space methods for inferring dendritic synaptic connectivity
- Empirical Bayes analysis of spike and slab posterior distributions
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
- Model selection using mass-nonlocal prior
- Bayesian variable selection in linear regression
- Bayesian effect fusion for categorical predictors
- Bayesian curve fitting and clustering with Dirichlet process mixture models for microarray data
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- Locally adaptive smoothing with Markov random fields and shrinkage priors
- Model uncertainty
- Bayesian variable selection for globally sparse probabilistic PCA
- Variable selection for multivariate logistic regression models
- Least angle regression. (With discussion)
- Bayesian semiparametric analysis for two-phase studies of gene-environment interaction
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Bayesian variable selection for linear models using I-priors
- Using favorite data to analyze asymmetric competition: machine learning models
- Understanding forecast reconciliation
- High-dimensional index volatility models via Stein's identity
- Bayesian deconvolution and quantification of metabolites from J-resolved NMR spectroscopy
- Bayesian effect selection in structured additive distributional regression models
- Theory of optimal Bayesian feature filtering
- Dynamic variable selection with spike-and-slab process priors
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
- Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net
- Bayesian feature interaction selection for factorization machines
- Sparse portfolio selection via Bayesian multiple testing
- Spike and slab Pólya tree posterior densities: adaptive inference
- The illusion of the illusion of sparsity: an exercise in prior sensitivity
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
- Shared Bayesian variable shrinkage in multinomial logistic regression
- Sparse linear mixed model selection via streamlined variational Bayes
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
- Sticky PDMP samplers for sparse and local inference problems
- How to go viral: a COVID-19 model with endogenously time-varying parameters
- On minimax optimality of sparse Bayes predictive density estimates
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models
- Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
- Bayesian hierarchical modeling: application towards production results in the Eagle Ford Shale of South Texas
- Bayesian group selection with non-local priors
- Adaptive Bayesian density estimation in sup-norm
- Objective Bayesian group variable selection for linear model
- Horseshoe shrinkage methods for Bayesian fusion estimation
- Estimating the health effects of environmental mixtures using Bayesian semiparametric regression and sparsity inducing priors
- Relevant parameter changes in structural break models
- A global-local approach for detecting hotspots in multiple-response regression
- On spike and slab empirical Bayes multiple testing
- A loss-based prior for variable selection in linear regression methods
- Highly accurate machine learning model for kinetic energy density functional
- What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care
- Radio-iBAG: radiomics-based integrative Bayesian analysis of multiplatform genomic data
- Variance prior forms for high-dimensional Bayesian variable selection
- A novel Bayesian approach for variable selection in linear regression models
- A nonparametric spatial test to identify factors that shape a microbiome
- Bayesian indicator variable selection to incorporate hierarchical overlapping group structure in multi-omics applications
- Lasso meets horseshoe: a survey
- Bayesian discriminant analysis using a high dimensional predictor
- A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control
- Adaptive hierarchical priors for high-dimensional vector autoregressions
- Comment: ``Bayes, oracle Bayes and empirical Bayes
- Shrinkage priors for Bayesian penalized regression
- Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis
- Comparison of Bayesian predictive methods for model selection
- An exploration of aspects of Bayesian multiple testing
- Minimal penalties for Gaussian model selection
- Spike and slab variable selection: frequentist and Bayesian strategies
- Joint genome-wide prediction in several populations accounting for randomness of genotypes: a hierarchical Bayes approach. II: Multivariate spike and slab priors for marker effects and derivation of approximate Bayes and fractional Bayes factors for the complete family of models
- A sparse hierarchical Bayesian model for detecting relevant antigenic sites in virus evolution
- An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes
- A graph Laplacian prior for Bayesian variable selection and grouping
- Bayesian variable selection and model averaging in the arbitrage pricing theory model
- Parallel maximum likelihood estimator for multiple linear regression models
- Discussion of big Bayes stories and BayesBag
- Bayes factors for peri-null hypotheses
- A statistical foundation for derived attention
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