Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification

DOI10.1016/j.spl.2016.08.008zbMath1398.62198OpenAlexW2514706027MaRDI QIDQ334051

Aijun Yang, Jin-Guan Lin, Peng-Fei Liu, Xue-Jun Jiang

Publication date: 31 October 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.08.008

zbMATH Keywords

correlation priorhigh-dimensional data classificationmultinomial probit modelsparse Bayesian method

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Uses Software

• COSA

Cites Work

• Unnamed Item
• Unnamed Item
• Bayesian variable selection in multinomial probit model for classifying high-dimensional data
• Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage
• The Bayesian Lasso
• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• Clustering Objects on Subsets of Attributes (with Discussion)
• Generalized double Pareto shrinkage
• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian Classification of Tumours by Using Gene Expression Data
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
• Gene selection for cancer classification using support vector machines
• Model-based subspace clustering