Variable selection in Bayesian multiple instance regression using shotgun stochastic search
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Cites work
- 10.1162/jmlr.2003.3.4-5.651
- An exploration of aspects of Bayesian multiple testing
- Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
- Detecting differential gene expression with a semiparametric hierarchical mixture method
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- Inference from iterative simulation using multiple sequences
- Multiple instance classification: review, taxonomy and comparative study
- Negotiating multicollinearity with spike-and-slab priors
- Penalized regression, standard errors, and Bayesian Lassos
- Preconditioning the Lasso for sign consistency
- Regularization and Variable Selection Via the Elastic Net
- Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings
- Shotgun Stochastic Search for “Largep” Regression
- Solving the multiple instance problem with axis-parallel rectangles.
- The Bayesian Lasso
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