Bayesian variable selection via particle stochastic search

DOI10.1016/J.SPL.2010.10.011zbMATH Open1205.62029OpenAlexW2054657612WikidataQ34530522 ScholiaQ34530522MaRDI QIDQ625019FDOQ625019

Authors: Minghui Shi, David Dunson 

Publication date: 11 February 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3029030

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zbMATH Keywords

sequential Monte CarloBayes factormodel averagingmodel uncertaintymarginal inclusion probability

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Cites Work

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• Bayesian Analysis of Binary and Polychotomous Response Data
• Regularization and Variable Selection Via the Elastic Net
• Optimal predictive model selection.
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• Bayesian Model Averaging for Linear Regression Models
• Filtering via Simulation: Auxiliary Particle Filters
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• Monte Carlo strategies in scientific computing
• Bayesian auxiliary variable models for binary and multinomial regression
• A sequential particle filter method for static models
• Particle learning and smoothing
• Inference and Model Choice for Sequentially Ordered Hidden Markov Models

Cited In (17)

• Stochastic matching pursuit for Bayesian variable selection
• Particle EM for variable selection
• Stochastic search variable selection based on two mixture components and continuous-scale weighting
• Bayesian linear regression with sparse priors
• Posterior model probabilities via path‐based pairwise priors
• Evolutionary stochastic search for Bayesian model exploration
• Finite population estimators in stochastic search variable selection
• Minimizing variable selection criteria by Markov chain Monte Carlo
• Bayesian selection of best subsets via hybrid search
• Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
• Variable selection and dependency networks for genomewide data
• Lookahead and piloting strategies for variable selection
• Shotgun Stochastic Search for “Largep” Regression
• Stochastic search variable selection for log-linear models
• The mode oriented stochastic search (MOSS) algorithm for log-linear models with conjugate priors
• Acceleration of the stochastic search variable selection via componentwise Gibbs sampling
• EMVS: the EM approach to Bayesian variable selection

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