Bayesian variable selection in linear regression

zbMATH Open1409.62134MaRDI QIDQ1733296FDOQ1733296

Authors: Gilles Celeux, Jean-Michel Marin, Christian P. Robert Robert 

Publication date: 21 March 2019

Published in: Journal de la Société Française de Statistique (Search for Journal in Brave)

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zbMATH Keywords

linear regression modelhierarchical modelsGibbs samplingBayesian variable selectioncompatible priorsZellner \(G\)-prior

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

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• Multivariate Bayesian Variable Selection and Prediction
• Model Selection and Multimodel Inference
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• Objective Bayesian Variable Selection
• An introduction to the Bayes information criterion: theoretical foundations and interpretation
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• A Predictive Approach to the Analysis of Designed Experiments
• Compatible Prior Distributions for Directed Acyclic Graph Models
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• A new criterion for variable selection
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Cited In (24)

• Objective Bayesian variable selection in linear regression model
• Bayesian variable selection for linear models using I-priors
• Bayesian hypothesis testing for selected regression coefficients
• Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
• Fully Bayes factors with a generalized \(g\)-prior
• Bayesian gamma processes for optimizing condition-based maintenance under uncertainty
• A study of variable selection using \(g\)-prior distribution with ridge parameter
• A loss-based prior for variable selection in linear regression methods
• Comparison of Bayesian objective procedures for variable selection in linear regression
• Discussion of: ``Specifying prior distributions in reliability applications: towards new formal rules for informative prior elicitation?
• Title not available (Why is that?)
• Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian model selection for a linear model with grouped covariates
• Title not available (Why is that?)
• Bayesian Variable Selection in Linear Regression
• Optimal compromise between incompatible conditional probability distributions, with application to objective Bayesian kriging
• Bayesian variable selection with spherically symmetric priors
• Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation
• A novel Bayesian approach for variable selection in linear regression models
• Title not available (Why is that?)
• Bayesian variable selection using an adaptive powered correlation prior
• A two-component \(G\)-prior for variable selection

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