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)

Recommendations

• Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
• Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings
• Bayesian variable selection with shrinking and diffusing priors
• Variable selection after screening: with or without data splitting?
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply

Cited in

(22)

• Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach
• A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
• Mode jumping MCMC for Bayesian variable selection in GLMM
• Markov Neighborhood Regression for High-Dimensional Inference
• Parallel inference for big data with the group Bayesian method
• A partitioned quasi-likelihood for distributed statistical inference
• Nearly optimal Bayesian shrinkage for high-dimensional regression
• Bayesian neural networks for selection of drug sensitive genes
• Aggregated inference
• An overview of reciprocal \(L_1\)-regularization for high dimensional regression data
• The COR criterion for optimal subset selection in distributed estimation
• High-dimensional variable selection via low-dimensional adaptive learning
• The backbone method for ultra-high dimensional sparse machine learning
• DDAC-SpAM: A Distributed Algorithm for Fitting High-dimensional Sparse Additive Models with Feature Division and Decorrelation
• Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions
• Bayesian network marker selection via the thresholded graph Laplacian Gaussian prior
• Online updating method to correct for measurement error in big data streams
• Split sample empirical likelihood
• Distributed Bayesian posterior voting strategy for massive data
• Online Updating of Survival Analysis
• A review of distributed statistical inference
• Optimal subsampling for parametric accelerated failure time models with massive survival data

This page was built for publication: A split-and-merge Bayesian variable selection approach for ultrahigh dimensional regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5378143)