EMVS: the EM approach to Bayesian variable selection
From MaRDI portal
(Redirected from Publication:4975419)
Recommendations
Cites work
- A Bayesian graphical modeling approach to microRNA regulatory network inference
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Bayesian hyper-Lassos with non-convex penalization
- Empirical Bayes vs. fully Bayes variable selection
- Evolutionary stochastic search for Bayesian model exploration
- Fully Bayes factors with a generalized g-prior
- Graphical models, exponential families, and variational inference
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 1528193 (Why is no real title available?)
- Mixtures of g Priors for Bayesian Variable Selection
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Shotgun Stochastic Search for “Largep” Regression
- Spike and slab variable selection: frequentist and Bayesian strategies
- The horseshoe estimator for sparse signals
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(only showing first 100 items - show all)- Bayesian beta regression for bounded responses with unknown supports
- Bayesian Bootstrap Spike-and-Slab LASSO
- TPRM: tensor partition regression models with applications in imaging biomarker detection
- Prior distributions for objective Bayesian analysis
- Power-expected-posterior priors for generalized linear models
- The expectation-maximization approach for Bayesian quantile regression
- A novel variational Bayesian method for variable selection in logistic regression models
- Fast model-fitting of Bayesian variable selection regression using the iterative complex factorization algorithm
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- Bayesian method for causal inference in spatially-correlated multivariate time series
- An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models
- Dynamic variable selection with spike-and-slab process priors
- Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net
- Shared Bayesian variable shrinkage in multinomial logistic regression
- Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications
- Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
- Objective Bayesian edge screening and structure selection for Ising networks
- Bayesian inference of clustering and multiple Gaussian graphical models selection
- Relevant parameter changes in structural break models
- A global-local approach for detecting hotspots in multiple-response regression
- Using Bayesian latent Gaussian graphical models to infer symptom associations in verbal autopsies
- Consistent group selection with Bayesian high dimensional modeling
- Variance prior forms for high-dimensional Bayesian variable selection
- A novel Bayesian approach for variable selection in linear regression models
- Bayesian discriminant analysis using a high dimensional predictor
- A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control
- Empirical Bayes vs. fully Bayes variable selection
- Negotiating multicollinearity with spike-and-slab priors
- Evolutionary stochastic search for Bayesian model exploration
- Bayesian selection of best subsets via hybrid search
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration
- A Bayesian variable selection approach yields improved detection of brain activation from complex-valued fMRI
- Particle EM for variable selection
- Multiset Model Selection
- An Expectation Conditional Maximization Approach for Gaussian Graphical Models
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
- BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications
- Diagonal Discriminant Analysis With Feature Selection for High-Dimensional Data
- EMVS
- Learning from a lot: empirical Bayes for high-dimensional model-based prediction
- The spike-and-slab LASSO
- Variable selection for BART: an application to gene regulation
- Selecting massive variables using an iterated conditional modes/medians algorithm
- Using the EM algorithm for Bayesian variable selection in logistic regression models with related covariates
- Bayesian regression trees for high-dimensional prediction and variable selection
- Bayesian model selection with graph structured sparsity
- Bayesian Estimation of Gaussian Conditional Random Fields
- A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models
- Adaptive Bayesian SLOPE: Model Selection With Incomplete Data
- Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Stochastic search variable selection based on two mixture components and continuous-scale weighting
- Bayesian graphical regression
- Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
- Bayesian regularization for graphical models with unequal shrinkage
- Assessing a spatial boost model for quantitative trait GWAS
- Prediction risk for the horseshoe regression
- Bayesian inference for high-dimensional linear regression under mnet priors
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
- Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
- Incorporating grouping information into Bayesian Gaussian graphical model selection
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models1
- Discussion
- Variable Selection Via Thompson Sampling
- Neuronized Priors for Bayesian Sparse Linear Regression
- Heterogeneous large datasets integration using Bayesian factor regression
- An ensemble EM algorithm for Bayesian variable selection
- The expectation-maximization approach for Bayesian additive Cox regression with current status data
- An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression
- Bayesian Lesion Estimation with a Structured Spike-and-Slab Prior
- Bayesian spatial homogeneous regression
- The Median probability model and correlated variables
- Fast exact Bayesian inference for sparse signals in the normal sequence model
- Bayesian variable selection via particle stochastic search
- A mixed-integer exponential cone programming formulation for feature subset selection in logistic regression
- Bayesian high-dimensional covariate selection in non-linear mixed-effects models using the SAEM algorithm
- Disjunct support spike-and-slab priors for variable selection in regression under quasi-sparseness
- Bayesian variable selection for matrix autoregressive models
- A hybrid deterministic-deterministic approach for high-dimensional Bayesian variable selection with a default prior
- Spike and slab Bayesian sparse principal component analysis
- The spike-and-slab lasso and scalable algorithm to accommodate multinomial outcomes in variable selection problems
- Scalable multiple network inference with the joint graphical horseshoe
- Feature selection and classification over the network with missing node observations
- Spike-and-slab least absolute shrinkage and selection operator generalized additive models and scalable algorithms for high-dimensional data analysis
- A Bayesian Partially Observable Online Change Detection Approach with Thompson Sampling
- Comment: Regularization via Bayesian Penalty Mixing
- Bayesian approaches to variable selection: a comparative study from practical perspectives
- Functional Integrative Bayesian Analysis of High-Dimensional Multiplatform Clinicogenomic Data
- Shrinkage priors via random imaginary data
- Modeling urban crime occurrences via network regularized regression
- Adaptive posterior concentration rates for sparse high-dimensional linear regression with random design and unknown error variance
- Expressing and visualizing model uncertainty in Bayesian variable selection using Cartesian credible sets
- Estimating sparse direct effects in multivariate regression with the spike-and-slab LASSO
- Bayesian finite mixtures of Ising models
- Outcome-guided spike-and-slab Lasso biclustering: a novel approach for enhancing biclustering techniques for gene expression analysis
- Bayesian analysis of the ordinal Markov random field
- Efficient sparse high-dimensional linear regression with a partitioned empirical Bayes ECM algorithm
- Bayesian variable selection on structured logistic-normal mixture models for subgroup analysis
- Regularized Bayesian algorithms for Q-matrix inference based on saturated cognitive diagnosis modelling
This page was built for publication: EMVS: the EM approach to Bayesian variable selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4975419)
