Adaptive sampling for Bayesian variable selection
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Publication:3545401
DOI10.1093/BIOMET/92.4.747zbMATH Open1160.62312OpenAlexW603679014MaRDI QIDQ3545401FDOQ3545401
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Cited In (42)
- 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
- Bayesian inference using adaptive sampling
- 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
- An adaptive sampling scheme guided by BART -- with an application to predict processor performance
- Sandwich algorithms for Bayesian variable selection
- Regression density estimation using smooth adaptive Gaussian mixtures
- Title not available (Why is no real title available?)
- On Bayesian lasso variable selection and the specification of the shrinkage parameter
- Model-guided adaptive sampling for Bayesian model selection
- 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
- An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models
- Sequential Monte Carlo on large binary sampling spaces
- An efficient sampling algorithm with adaptations for Bayesian variable selection
- 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
- Using adaptive methods to select variables in case-control studies
- 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
- A new go-to sampler for Bayesian probit regression
- Scalable Bayesian model averaging through local information propagation
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
- Acceleration of the stochastic search variable selection via componentwise Gibbs sampling
- 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
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