Negotiating multicollinearity with spike-and-slab priors

DOI10.1007/s40300-014-0047-yzbMath1310.62035OpenAlexW1982651526WikidataQ43017799 ScholiaQ43017799MaRDI QIDQ2513696

Veronika Rockova, Edward I. George

Publication date: 28 January 2015

Published in: Metron (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4239132

zbMATH Keywords

EM algorithmvariable selectiondeterministic annealing\(g\)-priorEMVS

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (5)

On minimax optimality of sparse Bayes predictive density estimates ⋮ Bayesian variable selection for post‐analytic interrogation of susceptibility loci ⋮ Spatio‐temporal Bayesian model selection for disease mapping ⋮ Statistical and computational challenges in whole genome prediction and genome-wide association analyses for plant and animal breeding ⋮ Particle EM for Variable Selection

Uses Software

• EMVS

Cites Work

• BAYESIAN HYPER-LASSOS WITH NON-CONVEX PENALIZATION
• EMVS: The EM Approach to Bayesian Variable Selection
• Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization
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