An MCMC model search algorithm for regression problems

DOI10.1080/00949655.2012.668907MaRDI QIDQ5218902zbMATH OpenOpenAlexFDO

Authors Athanassios Petralias, Petros Dellaportas

Publication date 6 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2012.668907

zbMATH Keywords

reversible jumpgene selectiontracking portfoliopopulation sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(9)

• A new algorithm in Bayesian model averaging in regression models
• Multiset Model Selection
• A flexible sequential Monte Carlo algorithm for parametric constrained regression
• On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective
• Improving Markov chain Monte Carlo model search for data mining
• scientific article; zbMATH DE number 5290560 (Why is no real title available?)
• scientific article; zbMATH DE number 1964824 (Why is no real title available?)
• scientific article; zbMATH DE number 1790453 (Why is no real title available?)
• A quasi-Bayesian perspective to online clustering

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Uses Software

• SSS

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