Model selection in finite mixture of regression models: a Bayesian approach with innovative weightedgpriors and reversible jump Markov chain Monte Carlo implementation

DOI10.1080/00949655.2014.931584MaRDI QIDQ5220880zbMATH OpenOpenAlexFDO

Authors Wei Liu, Bo Zhang, Zhiwei Zhang, Jian Tao, Adam J. Branscum

Publication date 27 March 2020

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

Full work available at URL https://doi.org/10.1080/00949655.2014.931584

zbMATH Keywords

Bayesian variable selectionfinite normal mixturesMetropolis-Hastings algorithmreversible jump algorithmweighted prior

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Linear regression; mixed models (62J05)

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Cites work

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• Dealing With Label Switching in Mixture Models
• Extending the Akaike Information Criterion to Mixture Regression Models
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• Mixtures of g Priors for Bayesian Variable Selection
• Regularization in finite mixture of regression models with diverging number of parameters
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts
• Statistical analysis of finite mixture distributions
• The risk inflation criterion for multiple regression
• Variable Selection in Finite Mixture of Regression Models
• Variable Selection in Regression Mixture Modeling for the Discovery of Gene Regulatory Networks

Cited in

(8)

• Bayesian variable selection for finite mixture model of linear regressions
• Componentwise variable selection in finite mixture regression
• Comparing coefficients across subpopulations in Gaussian mixture regression models
• Structured analysis of the high-dimensional FMR model
• Bayesian variable selection in linear regression models with non-normal errors
• Bayesian analysis for heteroscedastic normal-Pareto mixture model with application
• A data-driven reversible jump for estimating a finite mixture of regression models
• Variable selection in finite mixture of regression models with an unknown number of components

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