Bayesian variable selection and shrinkage strategies in a complicated modelling setting with missing data: A case study using multistate models
From MaRDI portal
Publication:3389289
DOI10.1177/1471082X20920972OpenAlexW3035635595MaRDI QIDQ3389289FDOQ3389289
Authors: Lauren J. Beesley, Jeremy M. G. Taylor
Publication date: 10 May 2021
Published in: Statistical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/1471082x20920972
Cites Work
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Title not available (Why is that?)
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- The horseshoe estimator for sparse signals
- Title not available (Why is that?)
- Regularization and Variable Selection Via the Elastic Net
- Multi-state models for event history analysis
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- A review of Bayesian variable selection methods: what, how and which
- Title not available (Why is that?)
- On Bayesian model and variable selection using MCMC
- Semi-Parametric Estimation in Failure Time Mixture Models
- Bayesian constrained variable selection
- Bayesian variable selection for multistate Markov models with interval-censored data in an ecological momentary assessment study of smoking cessation
Cited In (1)
This page was built for publication: Bayesian variable selection and shrinkage strategies in a complicated modelling setting with missing data: A case study using multistate models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3389289)