An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models
From MaRDI portal
Publication:2029084
DOI10.1007/s11222-020-09974-2zbMath1461.62024MaRDI QIDQ2029084
Kitty Yuen Yi Wan, Jim E. Griffin
Publication date: 3 June 2021
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-020-09974-2
Laplace approximation; data augmentation; high-dimensional regression; gene expression; correlated pseudo-marginal method; Pólya-gamma sampling
60J22: Computational methods in Markov chains
62-08: Computational methods for problems pertaining to statistics
62P10: Applications of statistics to biology and medical sciences; meta analysis
62J12: Generalized linear models (logistic models)
62N05: Reliability and life testing
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- The pseudo-marginal approach for efficient Monte Carlo computations
- The Correlated Pseudo-Marginal Method
- The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic
- On the computational complexity of high-dimensional Bayesian variable selection
- Sequential Monte Carlo on large binary sampling spaces
- Bayesian variable selection for survival data using inverse moment priors
- Mixtures ofg-Priors in Generalized Linear Models
- Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage
- Mixtures of g Priors for Bayesian Variable Selection
- The Calculation of Posterior Distributions by Data Augmentation
- Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings
- On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces
- EMVS: The EM Approach to Bayesian Variable Selection
- Scalable Importance Tempering and Bayesian Variable Selection
- Bayesian Analysis of Binary and Polychotomous Response Data
- Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Monte Carlo strategies in scientific computing
- A review of Bayesian variable selection methods: what, how and which
- Bayesian auxiliary variable models for binary and multinomial regression