A subsampling approach for Bayesian model selection
From MaRDI portal
Publication:2105562
DOI10.1016/J.IJAR.2022.08.018OpenAlexW4295528345MaRDI QIDQ2105562FDOQ2105562
Authors: Jon Lachmann, Geir Storvik, Florian Frommlet, Aliaksandr Hubin
Publication date: 8 December 2022
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.13198
Cites Work
- Estimating the dimension of a model
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
- A stochastic quasi-Newton method for large-scale optimization
- The pseudo-marginal approach for efficient Monte Carlo computations
- Optimal predictive model selection.
- Marginal Likelihood from the Gibbs Output
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Accurate Approximations for Posterior Moments and Marginal Densities
- Title not available (Why is that?)
- Bayes Factors
- A Stochastic Approximation Method
- Bayesian model selection and statistical modeling.
- Mode jumping proposals in MCMC
- Title not available (Why is that?)
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
- An Iterative Technique for Absolute Deviations Curve Fitting
- Prediction Via Orthogonalized Model Mixing
- On Stochastic Limit and Order Relationships
- Minimization by Random Search Techniques
- Quantitative bounds on convergence of time-inhomogeneous Markov chains
- Title not available (Why is that?)
- Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
- Random optimization
- Merging and stability for time inhomogeneous finite Markov chains
- Optimization methods for large-scale machine learning
- Mode jumping MCMC for Bayesian variable selection in GLMM
- Second-order stochastic optimization for machine learning in linear time
- Subsampling MCMC -- an introduction for the survey statistician
Cited In (10)
- FBMS
- Subsampling MCMC -- an introduction for the survey statistician
- Nested sub-sample search algorithm for estimation of threshold models
- An index sampling algorithm for the bayesian analysis of a class of model selection problems
- Bayesian Subset Simulation
- Training samples in objective Bayesian model selection.
- A subsampling approach for Bayesian model selection
- Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes
- An Approach to Incorporate Subsampling Into a Generic Bayesian Hierarchical Model
- BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE
Uses Software
This page was built for publication: A subsampling approach for Bayesian model selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2105562)