On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces
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Cites work
- scientific article; zbMATH DE number 3983087 (Why is no real title available?)
- scientific article; zbMATH DE number 3677758 (Why is no real title available?)
- scientific article; zbMATH DE number 1517479 (Why is no real title available?)
- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
- Adaptive sampling for Bayesian variable selection
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- Markov chains for exploring posterior distributions. (With discussion)
- Mixtures of g Priors for Bayesian Variable Selection
- Model uncertainty
- Objective Bayesian Variable Selection
- Objective Bayesian model selection in Gaussian graphical models
- On finite population sampling theory under certain linear regression models
- On the Theory of Sampling from Finite Populations
- Posterior model probabilities via path‐based pairwise priors
- Practical Markov Chain Monte Carlo
- Shotgun Stochastic Search for “Largep” Regression
Cited in
(27)- Bayesian approaches to variable selection: a comparative study from practical perspectives
- A loss-based prior for variable selection in linear regression methods
- Fast Bayesian variable screening using correlation thresholds
- Equivalence class selection of categorical graphical models
- Mixtures of g-priors in generalized linear models
- An index sampling algorithm for the bayesian analysis of a class of model selection problems
- Bayesian model selection using the median probability model
- 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
- Robust Bayesian model averaging for linear regression models with heavy-tailed errors
- Bayesian Model Selection of Gaussian Directed Acyclic Graph Structures
- Model uncertainty and missing data: an objective Bayesian perspective (with discussion)
- A model selection approach for variable selection with censored data
- Two-Stage Bayesian Approach for GWAS With Known Genealogy
- Global–local shrinkage multivariate logit-beta priors for multiple response-type data
- Structural learning and estimation of joint causal effects among network-dependent variables
- Relevant parameter changes in structural break models
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
- The Median probability model and correlated variables
- 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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