A split-and-merge Bayesian variable selection approach for ultrahigh dimensional regression

DOI10.1111/RSSB.12095MaRDI QIDQ5378143zbMATH OpenOpenAlexFDO

Authors Qifan Song, Faming Liang

Publication date 12 June 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/rssb.12095

zbMATH Keywords

Bayesian variable selectionposterior consistencysplit and mergestochastic approximation Monte Carlo sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

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• Optimal subsampling for parametric accelerated failure time models with massive survival data
• DDAC-SpAM: A Distributed Algorithm for Fitting High-dimensional Sparse Additive Models with Feature Division and Decorrelation
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• Application of Bayesian variable selection in linear regression models based on high-dimensional data
• Additive Hazards Regression Analysis of Massive Interval-Censored Data via Data Splitting
• Unified rules of renewable weighted sums for various online updating estimations
• Efficient Nonparametric Estimation of 3D Point Cloud Signals through Distributed Learning
• Distributed Heterogeneity Learning for Generalized Partially Linear Models with Spatially Varying Coefficients
• A metropolized adaptive subspace algorithm for high-dimensional Bayesian variable selection
• Updatable estimation in generalized linear models with missing data
• Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach

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