Selecting massive variables using an iterated conditional modes/medians algorithm

DOI10.1214/15-EJS1034zbMATH Open1327.62409OpenAlexW1524469599MaRDI QIDQ491389FDOQ491389

Authors: Vitara Pungpapong, Min Zhang, Dabao Zhang 

Publication date: 25 August 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1433982945

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zbMATH Keywords

sparsityhigh dimensional datapriorempirical Bayes variable selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

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Cited In (2)

• A novel variational Bayesian method for variable selection in logistic regression models
• A mixed-integer exponential cone programming formulation for feature subset selection in logistic regression

Uses Software

• SSS
• EbayesThresh
• EBayesThresh
• icmm

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