Consistent high-dimensional Bayesian variable selection via penalized credible regions
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Publication:4904737
DOI10.1080/01621459.2012.716344zbMATH Open1258.62026OpenAlexW2147848557WikidataQ36655229 ScholiaQ36655229MaRDI QIDQ4904737FDOQ4904737
Authors: Howard D. Bondell, Brian J. Reich 
Publication date: 31 January 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3587767
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Bayesian inference (62F15) Linear regression; mixed models (62J05) Numerical optimization and variational techniques (65K10)
Cites Work
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- Least angle regression. (With discussion)
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- Bayes Model Averaging with Selection of Regressors
- Bayesian Selection and Clustering of Polymorphisms in Functionally Related Genes
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- Forward regression for ultra-high dimensional variable screening
Cited In (33)
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach
- Scalable Bayesian Regression in High Dimensions With Multiple Data Sources
- Bayesian approaches to variable selection: a comparative study from practical perspectives
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
- Finite mixture of generalized semiparametric models: variable selection via penalized estimation
- Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
- Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
- Endogeneity in high dimensions
- Efficient Bayesian regularization for graphical model selection
- Bayesian Factor Analysis for Inference on Interactions
- Flexible co-data learning for high-dimensional prediction
- High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
- Empirical Bayes inference in sparse high-dimensional generalized linear models
- Variable selection methods for penalized credible regions based on the Horseshoe+ prior
- Asymptotic efficient semiparametric empirical Bayes estimation of multinomial responses
- Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
- Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models
- Sequential model averaging for high dimensional linear regression models
- Unified Bayesian theory of sparse linear regression with nuisance parameters
- Sparse linear mixed model selection via streamlined variational Bayes
- Bayesian high-dimensional screening via MCMC
- Uncertainty quantification for principal component regression
- Confounder selection via penalized credible regions
- Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression
- Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models
- Bayesian variable selection with shrinking and diffusing priors
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors
- Accelerating a Gibbs sampler for variable selection on genomics data with summarization and variable pre-selection combining an array DBMS and R
- Bayesian variable selection for logistic regression
- Bayesian group selection in logistic regression with application to MRI data analysis
- Variable selection using shrinkage priors
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