A study of variable selection using \(g\)-prior distribution with ridge parameter

DOI10.1016/j.csda.2011.11.017zbMath1368.62190arXiv1102.0470OpenAlexW2049936270WikidataQ58424442 ScholiaQ58424442MaRDI QIDQ434980

Denys Pommeret, Meïli Baragatti

Publication date: 16 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.0470

zbMATH Keywords

generalized linear mixed modelstochastic search variable selectionBayesian lassoMetropolis-within-Gibbs algorithmprobit mixed regression modelridge parameterZellner prior

Mathematics Subject Classification ID

Related Items (12)

Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis ⋮ Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression ⋮ Bayesian variable selection for finite mixture model of linear regressions ⋮ Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed models ⋮ Fast Bayesian variable screenings for binary response regressions with small sample size ⋮ Bayesian functional linear regression with sparse step functions ⋮ Applications of Bayesian gene selection and classification with mixtures of generalized singular \(g\)-priors ⋮ A novel Bayesian approach for variable selection in linear regression models ⋮ Bayesian structured variable selection in linear regression models ⋮ Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter ⋮ Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression ⋮ Wasserstein-based methods for convergence complexity analysis of MCMC with applications

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