An MCMC model search algorithm for regression problems

DOI10.1080/00949655.2012.668907zbMATH Open1453.62177OpenAlexW2158216639MaRDI QIDQ5218902FDOQ5218902

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

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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)

Cites Work

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• Practical Markov Chain Monte Carlo
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• Bayesian Graphical Models for Discrete Data
• Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
• Shotgun Stochastic Search for “Largep” Regression
• Monte Carlo strategies in scientific computing
• Bayesian variable and link determination for generalised linear models
• On Bayesian model and variable selection using MCMC
• Evolutionary stochastic search for Bayesian model exploration
• Fixed-Width Output Analysis for Markov Chain Monte Carlo
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• Benchmark priors for Bayesian model averaging.
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
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• A Bayesian approach to nonlinear probit gene selection and classification

Cited In (9)

• Title not available (Why is that?)
• A new algorithm in Bayesian model averaging in regression models
• Title not available (Why is that?)
• On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective
• Title not available (Why is that?)
• Multiset Model Selection
• A quasi-Bayesian perspective to online clustering
• A flexible sequential Monte Carlo algorithm for parametric constrained regression
• Improving Markov chain Monte Carlo model search for data mining

Uses Software

• SSS

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