A split-and-merge Bayesian variable selection approach for ultrahigh dimensional regression
DOI10.1111/RSSB.12095zbMATH Open1414.62322OpenAlexW2035983696MaRDI QIDQ5378143FDOQ5378143
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
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Bayesian inference (62F15) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)
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- 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
- DDAC-SpAM: A Distributed Algorithm for Fitting High-dimensional Sparse Additive Models with Feature Division and Decorrelation
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- 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
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