On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces
From MaRDI portal
Publication:4916951
DOI10.1080/01621459.2012.742443OpenAlexW1977944427MaRDI QIDQ4916951
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
Related Items (18)
Bayesian inference of causal effects from observational data in Gaussian graphical models ⋮ Model Uncertainty Quantification in Cox Regression ⋮ Relevant parameter changes in structural break models ⋮ Bayesian Model Selection of Gaussian Directed Acyclic Graph Structures ⋮ Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression ⋮ Bayesian regularization via graph Laplacian ⋮ The Median probability model and correlated variables ⋮ Bayesian causal inference in probit graphical models ⋮ A loss-based prior for variable selection in linear regression methods ⋮ Equivalence class selection of categorical graphical models ⋮ Structural learning and estimation of joint causal effects among network-dependent variables ⋮ An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models ⋮ A model selection approach for variable selection with censored data ⋮ Inference From Intrinsic Bayes’ Procedures Under Model Selection and Uncertainty ⋮ Two-Stage Bayesian Approach for GWAS With Known Genealogy ⋮ Multiple changepoint detection with partial information on changepoint times ⋮ Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection ⋮ Mixtures ofg-Priors in Generalized Linear Models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fully Bayes factors with a generalized \(g\)-prior
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Model uncertainty
- Markov chains for exploring posterior distributions. (With discussion)
- Practical Markov Chain Monte Carlo
- Objective Bayesian model selection in Gaussian graphical models
- Adaptive sampling for Bayesian variable selection
- Bayesian Modeling Using WinBUGS
- Mixtures of g Priors for Bayesian Variable Selection
- Marginal Likelihood From the Metropolis–Hastings Output
- Bayesian Graphical Models for Discrete Data
- Shotgun Stochastic Search for “Largep” Regression
- Posterior model probabilities via path‐based pairwise priors
- On finite population sampling theory under certain linear regression models
- Objective Bayesian Variable Selection
- On the Theory of Sampling from Finite Populations
This page was built for publication: On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces