Bayesian variable selection and computation for generalized linear models with conjugate priors

DOI10.1214/08-BA323MaRDI QIDQ2634533zbMATH OpenOpenAlexWikidataFDO

Authors Ming-Hui Chen, Lan Huang, Joseph G. Ibrahim, Sungduk Kim

Publication date 16 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1340370439

zbMATH Keywords

Bayes factorconditional predictive ordinateconjugate priorL measurelogistic regressionPoisson regression

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Recommendations

• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
• Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
• Consistency of hyper-\(g\)-prior-based Bayesian variable selection for generalized linear models
• Bayesian projection approaches to variable selection in generalized linear models
• A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models
• scientific article; zbMATH DE number 1932867
• Bayesian variable selection for linear models using I-priors
• Bayes variable selection in semiparametric linear models
• Bayesian variable and link determination for generalised linear models
• Conjugate priors and variable selection for Bayesian quantile regression

Cited in

(26)

• Power-expected-posterior priors for generalized linear models
• Bayesian methods for dealing with missing data problems
• Model selection via Bayesian information capacity designs for generalised linear models
• Mode jumping MCMC for Bayesian variable selection in GLMM
• Bayesian model selection for generalized linear models using non-local priors
• Partially linear censored regression models using heavy-tailed distributions: a Bayesian approach
• Weighted-average least squares estimation of generalized linear models
• Bayesian variable and link determination for generalised linear models
• Model averaging estimation of generalized linear models with imputed covariates
• Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo
• Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers
• Choosing priors for constrained analysis of variance: methods based on training data
• Bayesian subset selection for simplex distribution generalized linear models
• scientific article; zbMATH DE number 1983940 (Why is no real title available?)
• Predictive Variable Selection in Generalized Linear Models
• scientific article; zbMATH DE number 1932867 (Why is no real title available?)
• Bayes Factors Based on g-Priors for Variable Selection
• Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
• Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
• scientific article; zbMATH DE number 5224911 (Why is no real title available?)
• Bayesian hypothesis tests with diffuse priors: can we have our cake and eat it too?
• Bayesian hierarchical modeling of substate area estimates from the medicare CAHPS survey
• Consistent skinny Gibbs in probit regression
• Bayesian inference in high-dimensional models
• Bayesian variable selection for the Cox regression model with missing covariates
• Approximate predictive densities and their applications in generalized linear models

This page was built for publication: Bayesian variable selection and computation for generalized linear models with conjugate priors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2634533)