Selecting massive variables using an iterated conditional modes/medians algorithm

DOI10.1214/15-EJS1034MaRDI QIDQ491389zbMATH OpenOpenAlexFDO

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

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)

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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

Describes a project that uses

Uses Software

• SSS
• EbayesThresh
• EBayesThresh
• icmm

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