A review of Bayesian variable selection methods: what, how and which
From MaRDI portal
Publication:5962432
DOI10.1214/09-BA403zbMath1330.62291OpenAlexW2049228615WikidataQ57266200 ScholiaQ57266200MaRDI QIDQ5962432
Mikko J. Sillanpää, Robert B. O'Hara
Publication date: 12 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1340370391
Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
Semiparametric functional factor models with Bayesian rank selection, On minimax optimality of sparse Bayes predictive density estimates, A discussion of ‘prior-based Bayesian information criterion (PBIC)’, Bayesian variable selection via a benchmark in normal linear models, Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis, An introduction to recent advances in high/infinite dimensional statistics, Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression, Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review, Comparison of Bayesian predictive methods for model selection, Spatial hidden Markov models and species distributions, Bayesian model choice in cumulative link ordinal regression models, Penalized likelihood and Bayesian function selection in regression models, Modelling species abundance in a river by negative binomial hidden Markov models, Bayes factor asymptotics for variable selection in the Gaussian process framework, Bayesian hierarchical modeling: application towards production results in the Eagle Ford Shale of South Texas, Primal explicit max margin feature selection for nonlinear support vector machines, Objective Bayesian edge screening and structure selection for Ising networks, A Bayesian Reliability Analysis of Neutron-Induced Errors in High Performance Computing Hardware, Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline, Bayesian evaluation of informative hypotheses for multiple populations, Effective sample size for a mixture prior, Bayesian variable selection for mixed effects model with shrinkage prior, An efficient sampling algorithm with adaptations for Bayesian variable selection, Bayesian Approaches to Shrinkage and Sparse Estimation, Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach, Regression modelling with the tilted beta distribution: A Bayesian approach, Space‐time areal mixture model: relabeling algorithm and model selection issues, Comparing Bayesian variable selection to Lasso approaches for applications in psychology, Fast Bayesian variable screenings for binary response regressions with small sample size, Bayesian approaches to variable selection in mixture models with application to disease clustering, Prioritizing covariates in the planning of future studies in the meta-analytic framework, Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior, An ensemble EM algorithm for Bayesian variable selection, Bayesian nonparametric density autoregression with lag selection, Extending exploratory diagnostic classification models: Inferring the effect of covariates, Bayesian flexible beta regression model with functional covariate, False Discovery Rate Control via Data Splitting, Bayesian variable selection using Knockoffs with applications to genomics, Bayesian model averaging in longitudinal studies using Bayesian variable selection methods, Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach, On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables, A Bayesian vector multidimensional scaling procedure incorporating dimension reparameterization with variable selection, Statistical and computational challenges in whole genome prediction and genome-wide association analyses for plant and animal breeding, Variable selection in quantile regression via Gibbs sampling, Inference for serological surveys investigating past exposures to infections resulting in long-lasting immunity – an approach using finite mixture models with concomitant information, Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors, Bayesian identification of protein differential expression in multi-group isobaric labelled mass spectrometry data, Posterior consistency in frailty models and simulation studies to test the presence of random effects, Generalized biodiversity assessment by Bayesian nested random effects models with spyke-and-slab priors, A novel variational Bayesian method for variable selection in logistic regression models, Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction, A loss-based prior for variable selection in linear regression methods, The variational Garrote, Ecological prediction with nonlinear multivariate time-frequency functional data models, Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family, Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models, Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions, Bayesian model selection for high-dimensional Ising models, with applications to educational data, An approach for identifying and predicting economic recessions in real‐time using time–frequency functional models, Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection, A user-guided Bayesian framework for ensemble feature selection in life science applications (UBayFS), Agent-based inference for animal movement and selection, Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method, A Bayesian lasso via reversible-jump MCMC, A Comparison of Bayesian and Frequentist Interval Estimators in Regression that Utilize Uncertain Prior Information, A variant of AIC based on the Bayesian marginal likelihood, An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models, Bayesian Variable Selection Methods for Log-Gaussian Cox Processes, DIMENSIONALITY REDUCTION IN FIRST ORDER RESPONSE SURFACE DESIGN MODEL USING BAYESIAN APPROACH, Nonidentical twins: Comparison of frequentist and Bayesian lasso for Cox models, Bayesian indicator variable selection to incorporate hierarchical overlapping group structure in multi-omics applications, Bayesian variable selection regression for genome-wide association studies and other large-scale problems, Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence, Variable selection in finite mixture of semi-parametric regression models, Likelihood adaptively modified penalties, Inconsistency identification in network meta-analysis via stochastic search variable selection, Adaptive covariate acquisition for minimizing total cost of classification, Bayesian variable selection in a class of mixture models for ordinal data: a comparative study, Model selection for hybrid dynamical systems via sparse regression, Bayesian effect selection in structured additive distributional regression models, Theory of optimal Bayesian feature filtering, Bayesian variable selection and shrinkage strategies in a complicated modelling setting with missing data: A case study using multistate models, Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers, Bayesian Models for Multiple Outcomes in Domains With Application to the Seychelles Child Development Study, Bayes Variable Selection in Semiparametric Linear Models, Variable selection in functional regression models: a review, Bayesian variable selection in linear regression models with non-normal errors, Polynomial nonlinear spatio‐temporal integro‐difference equation models, Integrative statistical methods for exposure mixtures and health, Sparse linear mixed model selection via streamlined variational Bayes, Estimating the cognitive diagnosis \(Q\) matrix with expert knowledge: application to the fraction-subtraction dataset, Variable selection in Bayesian generalized linear‐mixed models: An illustration using candidate gene case‐control association studies, Bayesian inference for high‐dimensional linear regression under mnet priors, High-performance statistical computing in the computing environments of the 2020s, An Integrative Bayesian Modeling Approach to Imaging Genetics, Bayesian Quantile Regression for Censored Data, A theory of dichotomous valuation with applications to variable selection, Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy, Bayesian binomial mixture models for estimating abundance in ecological monitoring studies, A Default Bayesian Hypothesis Test for ANOVA Designs