Bayesian variable selection with related predictors
From MaRDI portal
Abstract: In data sets with many predictors, algorithms for identifying a good subset of predictors are often used. Most such algorithms do not account for any relationships between predictors. For example, stepwise regression might select a model containing an interaction AB but neither main effect A or B. This paper develops mathematical representations of this and other relations between predictors, which may then be incorporated in a model selection procedure. A Bayesian approach that goes beyond the standard independence prior for variable selection is adopted, and preference for certain models is interpreted as prior information. Priors relevant to arbitrary interactions and polynomials, dummy variables for categorical factors, competing predictors, and restrictions on the size of the models are developed. Since the relations developed are for priors, they may be incorporated in any Bayesian variable selection algorithm for any type of linear model. The application of the methods here is illustrated via the Stochastic Search Variable Selection algorithm of George and McCulloch (1993), which is modified to utilize the new priors. The performance of the approach is illustrated with two constructed examples and a computer performance dataset. Keywords: Model Selection, Prior Distributions, Interaction, Dummy Variable
Recommendations
Cites work
- An Analysis for Unreplicated Fractional Factorials
- Bayesian variable selection with related predictors
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 472921 (Why is no real title available?)
- scientific article; zbMATH DE number 4121482 (Why is no real title available?)
- Multivariate adaptive regression splines
- Protein construct storage: bayesian variable selection and prediction with mixtures
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
Cited in
(80)- Bayesian variable selection using an adaptive powered correlation prior
- A Bayesian criterion for selecting super saturated screening designs.
- Bayesian variable selection with strong heredity constraints
- Coordinate descent based hierarchical interactive Lasso penalized logistic regression and its application to classification problems
- Bayesian variable selection in linear regression
- Bayesian effect fusion for categorical predictors
- Model uncertainty
- Model selection in regression under structural constraints
- Automatic grouping using smooth-threshold estimating equations
- Identifying main effects and interactions among exposures using Gaussian processes
- A Bayesian time-varying effect model for behavioral mHealth data
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
- Constructing two-level \(Q_B\)-optimal screening designs using mixed-integer programming and heuristic algorithms
- Variable selection for functional linear models with strong heredity constraint
- A fast algorithm for detecting gene-gene interactions in genome-wide association studies
- Spike and slab variable selection: frequentist and Bayesian strategies
- A graph Laplacian prior for Bayesian variable selection and grouping
- Structured variable selection in support vector machines
- Bayesian forecasting with highly correlated predictors
- Bayesian projection approaches to variable selection in generalized linear models
- Statistical issues in studies of the long-term effects of air pollution: the Southern California Children's Health Study (with comments and rejoinder)
- Signal propagation in Bayesian networks and its relationship with intrinsically multivariate predictive variables
- Subject-specific Dirichlet-multinomial regression for multi-district microbiota data analysis
- On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables
- Bayesian Lasso with Effect Heredity Principle
- Bayesian Variable Selection for Multivariate Spatially Varying Coefficient Regression
- Variable selection and dependency networks for genomewide data
- Modeling gene-covariate interactions in sparse regression with group structure for genome-wide association studies
- A lasso for hierarchical interactions
- Bayesian Variable Selection in Linear Regression
- A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint
- Applied regression analysis bibliography update 1994-97
- The analysis of unreplicated factorial experiments from a geometric perspective
- Group regularized estimation under structural hierarchy
- Ecological prediction with nonlinear multivariate time-frequency functional data models
- Bayesian variable selection with related predictors
- Factor selection and structural identification in the interaction ANOVA model
- Using the EM algorithm for Bayesian variable selection in logistic regression models with related covariates
- Interaction screening for ultrahigh-dimensional data
- A Scalable Hierarchical Lasso for Gene–Environment Interactions
- Hasse diagrams as a visual aid for linear models and analysis of variance
- A modification of the Box-Meyer method for finding the active factors in screening experiments
- Effect fusion using model-based clustering
- Temporal causal inference with time lag
- Bayesian methods to overcome the winner's curse in genetic studies
- Bayesian identification of the predictors for capital structure in Egypt
- Bayesian inference for high-dimensional linear regression under mnet priors
- A New Analysis Strategy for Designs With Complex Aliasing
- A Default Bayesian Hypothesis Test for ANOVA Designs
- Benchmark priors for Bayesian model averaging.
- Joint specification of model space and parameter space prior distributions
- A Note on High-Dimensional Linear Regression With Interactions
- Bayesian Factor Analysis for Inference on Interactions
- Variable Selection in Regression-Based Estimation of Dynamic Treatment Regimes
- Let's practice what we preach: Planning and interpreting simulation studies with design and analysis of experiments
- Bayesian Interaction Selection Model for Multimodal Neuroimaging Data Analysis
- Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials
- Variable Selection in the Presence of Factors: A Model Selection Perspective
- A sparse additive model for high-dimensional interactions with an exposure variable
- Bayesian nonparametric hypothesis testing for longitudinal data analysis
- Topological techniques in model selection
- Bayesian ridge regression for survival data based on a vine copula-based prior
- Consistency of spike and slab regression
- A maximum projective stratification criterion for selecting space-filling designs
- Lasso estimation of hierarchical interactions for analyzing heterogeneity of treatment effect
- Bayesian variable selection methods for matched case-control studies
- A Bayesian mixture model for changepoint estimation using ordinal predictors
- BHAFT: Bayesian heredity-constrained accelerated failure time models for detecting gene-environment interactions in survival analysis
- Bayesian variable selection in Kriging metamodeling for quality design
- Bayesian selection approach for categorical responses via multinomial probit models
- Stochastic matching pursuit for Bayesian variable selection
- Integrative variable selection via Bayesian model uncertainty
- Bayesian ridge estimators based on a vine copula-based prior in Poisson and negative binomial regression models
- Tensor-on-vector regression with interactions with application to fMRI data
- Bayesian structured variable selection in linear regression models
- Three-level main-effects designs exploiting prior information about model uncertainty
- Bayesian regularization via graph Laplacian
- FSR methods for second-order regression models
- Discussion of ``Response surface design evaluation and comparison by Christine Anderson-Cook, Connie Borror, and Douglas Montgomery
- Structured variable selection and estimation
This page was built for publication: Bayesian variable selection with related predictors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4883616)
