Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers

DOI10.1080/03610918.2014.922983zbMATH Open1346.62050OpenAlexW2327890181MaRDI QIDQ2821041FDOQ2821041

Authors: Sheng-Mao Chang, Ray-Bing Chen, Yunchan Chi 

Publication date: 16 September 2016

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.922983

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zbMATH Keywords

probit modelBayesian Lassostochastic search variable selectionbatch mean standard error

Mathematics Subject Classification ID

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

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• The Bayesian Lasso
• A review of Bayesian variable selection methods: what, how and which
• Markov chain Monte Carlo: can we trust the third significant figure?
• Nonparametric regression using Bayesian variable selection
• Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
• Calibration and empirical Bayes variable selection
• Bayesian lasso regression
• Flexible Empirical Bayes Estimation for Wavelets
• Empirical Bayes Gibbs sampling
• Stochastic matching pursuit for Bayesian variable selection
• Optimal scaling for partially updating MCMC algorithms
• Secure Bayesian model averaging for horizontally partitioned data

Cited In (6)

• Variational Bayesian inference for network autoregression models
• Fast Bayesian variable screenings for binary response regressions with small sample size
• Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
• A review of Bayesian group selection approaches for linear regression models
• Predicting Panel Data Binary Choice with the Gibbs Posterior
• A new go-to sampler for Bayesian probit regression

Uses Software

• R

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