On Model Selection Consistency of Bayesian Method for Normal Linear Models

DOI10.1080/03610926.2010.503950MaRDI QIDQ2892606zbMATH OpenOpenAlexFDO

Authors Shuyun Wang, Yihui Luan, Qin Chang

Publication date 19 June 2012

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2010.503950

zbMATH Keywords

linear modelsBayesian variable selectionasymptotic consistency

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07)

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Cites work

• Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage
• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
• Group additive regression models for genomic data analysis
• Nonparametric regression using Bayesian variable selection
• On Consistency of Bayesian Inference with Mixtures of Logistic Regression
• On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Theory & Methods: Bayesian variable selection in logistic regression: predicting company earnings direction

Cited in

(15)

• Bayes variable selection in semiparametric linear models
• On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models
• Bayesian model selection in high-dimensional settings
• Weak consistency of modified versions of Bayesian information criterion in a sparse linear regression
• Consistency of Bayesian procedures for variable selection
• Consistency of Bayesian linear model selection with a growing number of parameters
• Robust Bayesian variable selection in linear models with spherically symmetric errors
• On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification
• On the computational complexity of high-dimensional Bayesian variable selection
• Variable selection consistency of Gaussian process regression
• Selecting the normal population with the best regression value -- a Bayesian approach
• Bayesian variable selection with shrinking and diffusing priors
• High-dimensional posterior consistency for hierarchical non-local priors in regression
• Tractable Bayesian variable selection: beyond normality
• Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings

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