Bayesian variable selection via particle stochastic search

DOI10.1016/J.SPL.2010.10.011MaRDI QIDQ625019zbMATH OpenOpenAlexWikidataFDO

Authors Minghui Shi, David Dunson

Publication date 11 February 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc3029030

zbMATH Keywords

sequential Monte CarloBayes factormodel averagingmodel uncertaintymarginal inclusion probability

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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• 10.1162/15324430152748236
• A sequential particle filter method for static models
• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian Model Averaging for Linear Regression Models
• Bayesian auxiliary variable models for binary and multinomial regression
• Filtering via Simulation: Auxiliary Particle Filters
• Inference and Model Choice for Sequentially Ordered Hidden Markov Models
• Monte Carlo strategies in scientific computing
• Nonparametric Bayes conditional distribution modeling with variable selection
• Optimal predictive model selection.
• Particle learning and smoothing
• Regularization and Variable Selection Via the Elastic Net
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

Cited in

(17)

• Acceleration of the stochastic search variable selection via componentwise Gibbs sampling
• Bayesian selection of best subsets via hybrid search
• Stochastic search variable selection for log-linear models
• Shotgun Stochastic Search for “Largep” Regression
• Variable selection and dependency networks for genomewide data
• Evolutionary stochastic search for Bayesian model exploration
• Stochastic search variable selection based on two mixture components and continuous-scale weighting
• Bayesian linear regression with sparse priors
• Particle EM for variable selection
• EMVS: the EM approach to Bayesian variable selection
• The mode oriented stochastic search (MOSS) algorithm for log-linear models with conjugate priors
• Lookahead and piloting strategies for variable selection
• Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
• Posterior model probabilities via path‐based pairwise priors
• Finite population estimators in stochastic search variable selection
• Minimizing variable selection criteria by Markov chain Monte Carlo
• Stochastic matching pursuit for Bayesian variable selection

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