A variational Bayes approach to variable selection

DOI10.1214/17-EJS1332zbMath1384.62240MaRDI QIDQ2408248

Chong You, John T. Ormerod, Samuel Müller

Publication date: 12 October 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1507255614

zbMATH Keywords

Markov Chain Monte Carlomean field variational BayesBernoulli-Gaussian modelLaplace distributed errors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (12)

Semiparametric Regression Using Variational Approximations ⋮ Bayesian Approaches to Shrinkage and Sparse Estimation ⋮ Ultra-Fast Approximate Inference Using Variational Functional Mixed Models ⋮ A Bayesian group selection with compositional responses for analysis of radiologic tumor proportions and their genomic determinants ⋮ An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression ⋮ \(\alpha\)-variational inference with statistical guarantees ⋮ Variational Bayes for High-Dimensional Linear Regression With Sparse Priors ⋮ A novel variational Bayesian method for variable selection in logistic regression models ⋮ BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications ⋮ Variational Bayesian inference for network autoregression models ⋮ Frequentist Consistency of Variational Bayes ⋮ Sparse linear mixed model selection via streamlined variational Bayes

This page was built for publication: A variational Bayes approach to variable selection