Bayesian Variable Selection in Markov Mixture Models

DOI10.1080/03610910701459956MaRDI QIDQ5451113zbMATH OpenOpenAlexFDO

Authors R. Paroli, L. Spezia

Publication date 18 March 2008

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910701459956

zbMATH Keywords

autoregressive modelsGibbs variable selectionKuo-Mallick methodmetropolized-Kuo-Mallick methodstochastic search variable selection

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• Adaptive sampling for Bayesian variable selection
• Automatic Bayesian Curve Fitting
• Calculating posterior distributions and modal estimates in Markov mixture models
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Hidden Markov models for bioinformatics
• scientific article; zbMATH DE number 722978 (Why is no real title available?)
• scientific article; zbMATH DE number 1081478 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
• Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
• Multivariate Bayesian Variable Selection and Prediction
• Perfect sampling for Bayesian variable selection in a linear regression model
• Stochastic search variable selection for log-linear models

Cited in

(15)

• Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
• Modelling species abundance in a river by negative binomial hidden Markov models
• Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
• A variational Bayes approach to variable selection
• Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers
• Data-driven confounder selection via Markov and Bayesian networks
• Rejoinder to Discussions on: Data-driven confounder selection via Markov and Bayesian networks
• Discussion of a model selection method in time-series mixture models
• scientific article; zbMATH DE number 1455592 (Why is no real title available?)
• Variable length Markov chain with exogenous covariates
• Bayesian variable selection in a class of mixture models for ordinal data: a comparative study
• Handling the label switching problem in latent class models via the ECR algorithm
• In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p
• A Monte Carlo Markov chain algorithm for a class of mixture time series models
• An efficient sampling algorithm with adaptations for Bayesian variable selection

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