Spike-and-slab priors for function selection in structured additive regression models
From MaRDI portal
Publication:4904729
Abstract: Structured additive regression provides a general framework for complex Gaussian and non-Gaussian regression models, with predictors comprising arbitrary combinations of nonlinear functions and surfaces, spatial effects, varying coefficients, random effects and further regression terms. The large flexibility of structured additive regression makes function selection a challenging and important task, aiming at (1) selecting the relevant covariates, (2) choosing an appropriate and parsimonious representation of the impact of covariates on the predictor and (3) determining the required interactions. We propose a spike-and-slab prior structure for function selection that allows to include or exclude single coefficients as well as blocks of coefficients representing specific model terms. A novel multiplicative parameter expansion is required to obtain good mixing and convergence properties in a Markov chain Monte Carlo simulation approach and is shown to induce desirable shrinkage properties. In simulation studies and with (real) benchmark classification data, we investigate sensitivity to hyperparameter settings and compare performance to competitors. The flexibility and applicability of our approach are demonstrated in an additive piecewise exponential model with time-varying effects for right-censored survival times of intensive care patients with sepsis. Geoadditive and additive mixed logit model applications are discussed in an extensive appendix.
Recommendations
- Bayesian regularization and model choice in structured additive regression
- Bayesian effect selection in structured additive distributional regression models
- Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
- Consistency of spike and slab regression
- Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
Cites work
- A Bayesian hierarchical model for classification with selection of functional predictors
- A comparison of regression spline smoothing procedures
- A review of Bayesian variable selection methods: what, how and which
- Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
- BART: Bayesian additive regression trees
- Bayesian curve-fitting with free-knot splines
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Boosting algorithms: regularization, prediction and model fitting
- Component selection and smoothing in multivariate nonparametric regression
- Data augmentation for support vector machines
- Exact likelihood ratio tests for penalised splines
- Generalized structured additive regression based on Bayesian P-splines
- High-dimensional additive modeling
- Identifiability in penalized function-on-function regression models
- Model Selection in Spline Nonparametric Regression
- Practical variable selection for generalized additive models
- Robust, adaptive functional regression in functional mixed model framework
- Semiparametric Regression
- Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models
- Spike and slab variable selection: frequentist and Bayesian strategies
- Surface estimation, variable selection, and the nonparametric oracle property
- The horseshoe estimator for sparse signals
- Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
- Variable selection in nonparametric additive models
- Wavelet-based Functional Mixed Models
Cited in
(43)- Bayesian additive machine: classification with a semiparametric discriminant function
- Bayesian effect fusion for categorical predictors
- Bayesian curve fitting and clustering with Dirichlet process mixture models for microarray data
- The expectation-maximization approach for Bayesian quantile regression
- Model selection in generalised structured additive regression models.
- Variational inferences for partially linear additive models with variable selection
- The spike-and-slab LASSO
- Bayesian inference with spike-and-slab priors for differential item functioning detection in a multiple-group IRT tree model
- Bayesian regularization and model choice in structured additive regression
- Bayesian graphical regression
- Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection
- Estimator selection and combination in scalar-on-function regression
- Bayesian quantile regression for partially linear additive models
- Bayesian Hierarchical Varying-Sparsity Regression Models with Application to Cancer Proteogenomics
- Joint analysis of mixed types of outcomes with latent variables
- Bayesian nonlinear model selection for gene regulatory networks
- A local join counts methodology for spatial clustering in disease from relative risk models
- High-dimensional confounding adjustment using continuous Spike and Slab priors
- Spike-and-slab least absolute shrinkage and selection operator generalized additive models and scalable algorithms for high-dimensional data analysis
- Performance of variable and function selection methods for estimating the nonlinear health effects of correlated chemical mixtures: a simulation study
- Bayesian Sparse Regression for Mixed Multi-Responses with Application to Runtime Metrics Prediction in Fog Manufacturing
- Bayesian effect selection in structured additive distributional regression models
- Mean and quantile boosting for partially linear additive models
- Semiparametric functional factor models with Bayesian rank selection
- Uncertainty Quantification for High-Dimensional Sparse Nonparametric Additive Models
- High-dimensional Bayesian inference in nonparametric additive models
- Simultaneous transformation and rounding (STAR) models for integer-valued data
- Bayesian inference in nonparanormal graphical models
- Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
- Hierarchical shrinkage Gaussian processes: applications to computer code emulation and dynamical system recovery
- Bayesian generalized additive model selection including a fast variational option
- Scalable empirical Bayes inference and Bayesian sensitivity analysis
- Implicit copulas from Bayesian regularized regression smoothers
- Additive Bayesian variable selection under censoring and misspecification
- Subject-specific Dirichlet-multinomial regression for multi-district microbiota data analysis
- Relevant parameter changes in structural break models
- Bayesian structured additive distributional regression with an application to regional income inequality in Germany
- A Bayesian time-varying effect model for behavioral mHealth data
- RADIOHEAD: radiogenomic analysis incorporating tumor heterogeneity in imaging through densities
- Multilevel structured additive regression
- Estimating the health effects of environmental mixtures using Bayesian semiparametric regression and sparsity inducing priors
- Penalized likelihood and Bayesian function selection in regression models
- Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines
This page was built for publication: Spike-and-slab priors for function selection in structured additive regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4904729)
