An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models

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

zbMATH Keywords

Laplace approximation; data augmentation; high-dimensional regression; gene expression; correlated pseudo-marginal method; Pólya-gamma sampling

Mathematics Subject Classification ID

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

Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection

Uses Software

• BVSNLP
• EMVS

Cites Work

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