Expectation propagation in linear regression models with spike-and-slab priors

DOI10.1007/S10994-014-5475-7zbMATH Open1359.62290OpenAlexW1964699659MaRDI QIDQ493741FDOQ493741

Authors: José Miguel Hernández-Lobato, Daniel Hernández-Lobato, Alberto Suárez 

Publication date: 4 September 2015

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-014-5475-7

Recommendations

• scientific article
• scientific article
• On expectation propagation for generalised, linear and mixed models
• Expectation propagation with factorizing distributions: a Gaussian approximation and performance results for simple models
• EP-GIG priors and applications in Bayesian sparse learning

zbMATH Keywords

expectation propagationlinear regressionspike-and-slabselective shrinkage

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

• Methods for Modifying Matrix Factorizations
• Title not available (Why is that?)
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Pattern recognition and machine learning.
• Bayesian Variable Selection in Linear Regression
• 10.1162/15324430152748236
• Title not available (Why is that?)
• Title not available (Why is that?)
• Compressive sampling
• Assessing approximate inference for binary Gaussian process classification.
• Spike and slab variable selection: frequentist and Bayesian strategies
• Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies
• Compressed sensing
• Approximations for binary Gaussian process classification
• Estimating Bayes factors via thermodynamic integration and population MCMC
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Statistical challenges of high-dimensional data
• An introduction to systems biology. Design principles of biological circuits.
• Bayesian Compressive Sensing
• Expectation consistent approximate inference
• Bayesian inference and optimal design for the sparse linear model
• Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem
• Monte Carlo methods for inference in high-dimensional systems
• Expectation propagation in linear regression models with spike-and-slab priors

Cited In (16)

• Temporal causal inference with time lag
• An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression
• Unbiasing in iterative reconstruction algorithms for discrete compressed sensing
• Bayesian inference for spatio-temporal spike-and-slab priors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Implicitly adaptive importance sampling
• EP-GIG priors and applications in Bayesian sparse learning
• On expectation propagation for generalised, linear and mixed models
• Patch-based image restoration using expectation propagation
• A novel variational Bayesian method for variable selection in logistic regression models
• Expectation propagation in linear regression models with spike-and-slab priors
• BHAFT: Bayesian heredity-constrained accelerated failure time models for detecting gene-environment interactions in survival analysis
• Knowledge elicitation via sequential probabilistic inference for high-dimensional prediction
• Compressed sensing reconstruction using expectation propagation
• Bayesian inference and optimal design for the sparse linear model

Uses Software

• R
• PRMLT

This page was built for publication: Expectation propagation in linear regression models with spike-and-slab priors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q493741)