Shotgun Stochastic Search for “Largep” Regression
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Publication:5307652
DOI10.1198/016214507000000121zbMATH Open1134.62398OpenAlexW2011471859MaRDI QIDQ5307652FDOQ5307652
Authors: Chris Hans, Adrian Dobra, Mike West 
Publication date: 18 September 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214507000000121
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Cited In (59)
- Neuronized Priors for Bayesian Sparse Linear Regression
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach
- Exploring dependence between categorical variables: benefits and limitations of using variable selection within Bayesian clustering in relation to log-linear modelling with interaction terms
- Joint specification of model space and parameter space prior distributions
- An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression
- An integrative analysis of cancer gene expression studies using Bayesian latent factor modeling
- Iterative selection using orthogonal regression techniques
- Bayesian model selection with graph structured sparsity
- Markov Neighborhood Regression for High-Dimensional Inference
- Complete subset regressions with large-dimensional sets of predictors
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- Bayesian approaches for large biological networks
- Sandwich algorithms for Bayesian variable selection
- Particle EM for variable selection
- Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
- An MCMC model search algorithm for regression problems
- Bayesian linear regression with sparse priors
- Bayesian multinomial regression with class-specific predictor selection
- Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
- The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models
- Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior
- Network inference and biological dynamics
- Modeling association in microbial communities with clique loglinear models
- PAC-Bayesian estimation and prediction in sparse additive models
- Bayesian variable selection with strong heredity constraints
- High-dimensional variable selection via low-dimensional adaptive learning
- Robust Bayesian model selection for variable clustering with the Gaussian graphical model
- Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications
- High-dimensional variable selection in meta-analysis for censored data
- Bayesian selection of best subsets via hybrid search
- Variable selection for BART: an application to gene regulation
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics
- Complete subset regressions
- Economic variable selection
- Variable selection and dependency networks for genomewide data
- Bayesian Variable Selection for Gaussian Copula Regression Models
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Multi-scale shotgun stochastic search for large spatial datasets
- Bayesian fractional polynomials
- Sparse partitioning: nonlinear regression with binary or tertiary predictors, with application to association studies
- Selecting massive variables using an iterated conditional modes/medians algorithm
- On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces
- Multiset Model Selection
- Convergence rate of Markov chain methods for genomic motif discovery
- The mode oriented stochastic search (MOSS) algorithm for log-linear models with conjugate priors
- Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
- Distributed computation for marginal likelihood based model choice
- EMVS: the EM approach to Bayesian variable selection
- Consistent group selection with Bayesian high dimensional modeling
- Post Hotelling's T -square procedure to identify fault variables
- Bayesian approaches to variable selection: a comparative study from practical perspectives
- A hybrid deterministic-deterministic approach for high-dimensional Bayesian variable selection with a default prior
- Variable selection in Bayesian multiple instance regression using shotgun stochastic search
- An overview of reciprocal \(L_1\)-regularization for high dimensional regression data
- Bayesian model selection using the median probability model
- Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors
- Adaptive variable selection for sequential prediction in multivariate dynamic models
- Consistent group selection using nonlocal priors in regression
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