Power-expected-posterior priors for generalized linear models

DOI10.1214/17-BA1066zbMath1407.62275arXiv1508.00793OpenAlexW2963467498MaRDI QIDQ1631573

Dimitris Fouskakis, Ioannis Ntzoufras, Konstantinos Perrakis

Publication date: 6 December 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.00793

zbMATH Keywords

generalized linear models\(g\)-priorpower-priorimaginary dataexpected-posterior priorhyper-\(g\) priorsobjective Bayesian model selection

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items

Catalytic prior distributions with application to generalized linear models, Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing, Objective methods for graphical structural learning, Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models, Power-Expected-Posterior Methodology with Baseline Shrinkage Priors, The Median probability model and correlated variables, Variations of power-expected-posterior priors in normal regression models, A model selection approach for variable selection with censored data, A comparison of power-expected-posterior priors in shrinkage regression, Subjective Bayesian testing using calibrated prior probabilities, Mixtures ofg-Priors in Generalized Linear Models

Uses Software

• EMVS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Power-expected-posterior priors for variable selection in Gaussian linear models
• Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
• On Bayesian model and variable selection using MCMC
• Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models
• Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
• Fully Bayes factors with a generalized \(g\)-prior
• Criteria for Bayesian model choice with application to variable selection
• Computation for intrinsic variable selection in normal regression models via expected-posterior prior
• Compatibility of prior specifications across linear models
• Comparison of Bayesian objective procedures for variable selection in linear regression
• Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models
• Bayesian variable and link determination for generalised linear models
• Power prior distributions for generalized linear models
• Hyper-\(g\) priors for generalized linear models
• Bayesian variable selection and computation for generalized linear models with conjugate priors
• The Intrinsic Bayes Factor for Model Selection and Prediction
• Marginal Likelihood Estimation via Power Posteriors
• Mixtures of g Priors for Bayesian Variable Selection
• On Bayesian Analysis of Generalized Linear Models Using Jeffreys's Prior
• Expected-posterior prior distributions for model selection
• Bayesian Graphical Models for Discrete Data
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• EMVS: The EM Approach to Bayesian Variable Selection
• Objective Bayesian Variable Selection
• Bayesian auxiliary variable models for binary and multinomial regression