EMVS: the EM approach to Bayesian variable selection

DOI10.1080/01621459.2013.869223zbMATH Open1367.62049OpenAlexW2055025635WikidataQ105583943 ScholiaQ105583943MaRDI QIDQ4975419FDOQ4975419

Authors: Veronika Rockova, Edward I. George 

Publication date: 4 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2013.869223

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zbMATH Keywords

sparsitySSVShigh dimensionalitydynamic posterior explorationregularization plots

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical ranking and selection procedures (62F07)

Cites Work

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Cited In (94)

• Neuronized Priors for Bayesian Sparse Linear Regression
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• Bayesian model selection with graph structured sparsity
• Bayesian inference of clustering and multiple Gaussian graphical models selection
• Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
• Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression
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• Fast model-fitting of Bayesian variable selection regression using the iterative complex factorization algorithm
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• Bayesian estimation of sparse signals with a continuous spike-and-slab prior
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• BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications
• Diagonal Discriminant Analysis With Feature Selection for High-Dimensional Data
• Prior distributions for objective Bayesian analysis
• TPRM: tensor partition regression models with applications in imaging biomarker detection
• The spike-and-slab LASSO
• Particle EM for variable selection
• Incorporating grouping information into Bayesian Gaussian graphical model selection
• Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
• Power-expected-posterior priors for generalized linear models
• Bayesian linear regression with sparse priors
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• Bayesian graphical regression
• Bayesian regularization for graphical models with unequal shrinkage
• Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
• Bayesian method for causal inference in spatially-correlated multivariate time series
• Objective Bayesian edge screening and structure selection for Ising networks
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• Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM
• Bayesian Estimation of Gaussian Conditional Random Fields
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• Bayesian variable selection via particle stochastic search
• EMVS
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• Scalable multiple network inference with the joint graphical horseshoe
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• A Bayesian Partially Observable Online Change Detection Approach with Thompson Sampling
• Bayesian selection of best subsets via hybrid search
• Comment: Regularization via Bayesian Penalty Mixing
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• Adaptive Bayesian SLOPE: Model Selection With Incomplete Data
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