Model selection using mass-nonlocal prior

DOI10.1016/J.SPL.2018.11.027MaRDI QIDQ1726889zbMATH OpenOpenAlexWikidataFDO

Authors Guiling Shi, C. Y. Lim, Tapabrata Maiti

Publication date 20 February 2019

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

Full work available at URL https://doi.org/10.1016/j.spl.2018.11.027

zbMATH Keywords

Bayesian variable selectionmedian thresholdingspike and slab priorestimation consistencynonlocal prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical ranking and selection procedures (62F07)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Bayesian Variable Selection in Linear Regression
• Bayesian model selection in high-dimensional settings
• Bayesian variable selection and estimation for group Lasso
• Bayesian variable selection with shrinking and diffusing priors
• Consistency of spike and slab regression
• Dirichlet-Laplace priors for optimal shrinkage
• On the use of non-local prior densities in Bayesian hypothesis tests
• Regularization and Variable Selection Via the Elastic Net
• Spike and slab variable selection: frequentist and Bayesian strategies
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The horseshoe estimator for sparse signals
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• miRNA-target gene regulatory networks: a Bayesian integrative approach to biomarker selection with application to kidney cancer

Cited in

(7)

• Bayesian model selection for generalized linear models using non-local priors
• Bayesian group selection with non-local priors
• Model selection with low complexity priors
• The reciprocal Bayesian Lasso
• Hyper nonlocal priors for variable selection in generalized linear models
• Heterogeneous large datasets integration using Bayesian factor regression
• Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings

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