On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces
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Publication:4916951
DOI10.1080/01621459.2012.742443OpenAlexW1977944427MaRDI QIDQ4916951FDOQ4916951
Authors: Gonzalo García-Donato, Miguel A. Martinez-Beneito 
Publication date: 26 April 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.742443
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Cited In (24)
- Bayesian approaches to variable selection: a comparative study from practical perspectives
- A loss-based prior for variable selection in linear regression methods
- Equivalence class selection of categorical graphical models
- Bayesian model selection using the median probability model
- An index sampling algorithm for the bayesian analysis of a class of model selection problems
- Mixtures of \(g\)-priors in generalized linear models
- An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models
- Model Uncertainty Quantification in Cox Regression
- Inference from intrinsic Bayes' procedures under model selection and uncertainty
- Bayesian regularization via graph Laplacian
- In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p
- Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression
- Bayesian causal inference in probit graphical models
- Bayesian Model Selection of Gaussian Directed Acyclic Graph Structures
- A model selection approach for variable selection with censored data
- Global–local shrinkage multivariate logit-beta priors for multiple response-type data
- Two-Stage Bayesian Approach for GWAS With Known Genealogy
- Structural learning and estimation of joint causal effects among network-dependent variables
- Relevant parameter changes in structural break models
- The Median probability model and correlated variables
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
- Disjunct support spike-and-slab priors for variable selection in regression under quasi-sparseness
- Multiple changepoint detection with partial information on changepoint times
- Bayesian inference of causal effects from observational data in Gaussian graphical models
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