Bayesian block-diagonal variable selection and model averaging

DOI10.1093/BIOMET/ASX019MaRDI QIDQ5384474zbMATH OpenOpenAlexFDO

Authors Omiros Papaspiliopoulos, David Rossell

Publication date 24 June 2019

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asx019

zbMATH Keywords

best subset selectionregularizationscalabilityspectral clustering

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(9)

• On the use of Bayesian model averaging for covariate selection in epidemiological modeling
• BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE
• On efficient calculations for Bayesian variable selection
• Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
• Bayesian Approaches to Shrinkage and Sparse Estimation
• Fast exact Bayesian inference for sparse signals in the normal sequence model
• Concentration of posterior model probabilities and normalized \({L_0}\) criteria
• Optimized variable selection via repeated data splitting
• Expressing and visualizing model uncertainty in Bayesian variable selection using Cartesian credible sets

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