Variable selection in Bayesian multiple instance regression using shotgun stochastic search

DOI10.1016/J.CSDA.2024.107954zbMATH Open1543.62164MaRDI QIDQ6573299FDOQ6573299

Authors: Seongoh Park, Joungyoun Kim, Xinlei Wang, Johan Lim 

Publication date: 16 July 2024

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

model selectionMCMChierarchical modelmultiple instance learningbinding affinity predictionMusk data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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• Inference from iterative simulation using multiple sequences
• Title not available (Why is that?)
• The Bayesian Lasso
• Regularization and Variable Selection Via the Elastic Net
• Shotgun Stochastic Search for “Largep” Regression
• An exploration of aspects of Bayesian multiple testing
• Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
• Preconditioning the Lasso for sign consistency
• Penalized regression, standard errors, and Bayesian Lassos
• Solving the multiple instance problem with axis-parallel rectangles.
• Detecting differential gene expression with a semiparametric hierarchical mixture method
• 10.1162/jmlr.2003.3.4-5.651
• Multiple instance classification: review, taxonomy and comparative study
• Negotiating multicollinearity with spike-and-slab priors

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