Adaptive sampling for Bayesian variable selection
From MaRDI portal
Publication:3545401
DOI10.1093/BIOMET/92.4.747zbMATH Open1160.62312OpenAlexW603679014MaRDI QIDQ3545401FDOQ3545401
Publication date: 10 December 2008
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/92.4.747
Recommendations
- An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models
- In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p
- Sequential Monte Carlo on large binary sampling spaces
- Model-guided adaptive sampling for Bayesian model selection
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
Bayesian inference (62F15) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Asymptotic properties of parametric tests (62F05)
Cited In (31)
- Bayesian variable selection in a class of mixture models for ordinal data: a comparative study
- Joint specification of model space and parameter space prior distributions
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
- Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities
- Power-expected-posterior priors for variable selection in Gaussian linear models
- Structural, Syntactic, and Statistical Pattern Recognition
- A loss-based prior for variable selection in linear regression methods
- Regression density estimation using smooth adaptive Gaussian mixtures
- Title not available (Why is that?)
- On Bayesian lasso variable selection and the specification of the shrinkage parameter
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Bayesian Variable Selection in Markov Mixture Models
- Sequential Monte Carlo on large binary sampling spaces
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
- Bayesian high-dimensional screening via MCMC
- Estimating discrete Markov models from various incomplete data schemes
- In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
- Efficient MCMC sampling in dynamic mixture models
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
- Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Perfect sampling for Bayesian variable selection in a linear regression model
- On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces
- Latent uniform samplers on multivariate binary spaces
- Computing Bayes: from then `til now
- Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines
- Analysis of clustered binary data with unequal cluster sizes: a semiparametric Bayesian approach
- Bayesian variable selection and model averaging in the arbitrage pricing theory model
- Generalized smooth finite mixtures
This page was built for publication: Adaptive sampling for Bayesian variable selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3545401)
