Objective Bayesian group variable selection for linear model

DOI10.1007/s00180-021-01160-wzbMath1505.62215OpenAlexW3202978108MaRDI QIDQ2155018

Woo Dong Lee, Yongku Kim, Sang Gil Kang

Publication date: 15 July 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01160-w

zbMATH Keywords

Bayes factorintrinsic priorlinear regression modelgroup variable selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Cites Work

• Penalized methods for bi-level variable selection
• Nearly unbiased variable selection under minimax concave penalty
• Bayesian variable selection and estimation for group Lasso
• Group variable selection via a hierarchical lasso and its oracle property
• Least product relative error estimation
• Consistency of Bayesian procedures for variable selection
• Comparison of Bayesian objective procedures for variable selection in linear regression
• The composite absolute penalties family for grouped and hierarchical variable selection
• Nonparametric regression using Bayesian variable selection
• Estimating the dimension of a model
• Bayesian variable selection regression of multivariate responses for group data
• On optimality of Bayesian testimation in the normal means problem
• Consistency of Bayes factors for intrinsic priors in normal linear models
• The Intrinsic Bayes Factor for Model Selection and Prediction
• A group bridge approach for variable selection
• An alternative to the standard Bayesian procedure for discrimination between normal linear models
• An Analysis for Unreplicated Fractional Factorials
• Bayesian Variable Selection in Linear Regression
• Posterior probabilities for choosing a regression model
• Prediction Via Orthogonalized Model Mixing
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
• Objective Testing Procedures in Linear Models: Calibration of the p‐values
• Model Selection and Estimation in Regression with Grouped Variables
• Some Comments on C P
• Objective Bayesian Variable Selection
• A selective review of group selection in high-dimensional models
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Objective Bayesian group variable selection for linear model