Evolutionary stochastic search for Bayesian model exploration
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evolutionary Monte Carlofast scan Metropolis-Hastings schemelinear Gaussian regression modelsvariable selection
Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical analysis or methods applied to Markov chains (65C40) Search theory (90B40) Approximation methods and heuristics in mathematical programming (90C59) Genetics and epigenetics (92D10)
Abstract: Implementing Bayesian variable selection for linear Gaussian regression models for analysing high dimensional data sets is of current interest in many fields. In order to make such analysis operational, we propose a new sampling algorithm based upon Evolutionary Monte Carlo and designed to work under the "large p, small n" paradigm, thus making fully Bayesian multivariate analysis feasible, for example, in genetics/genomics experiments. Two real data examples in genomics are presented, demonstrating the performance of the algorithm in a space of up to 10,000 covariates. Finally the methodology is compared with a recently proposed search algorithms in an extensive simulation study.
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- scientific article; zbMATH DE number 1522700
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