Stochastic matching pursuit for Bayesian variable selection

DOI10.1007/S11222-009-9165-4zbMATH Open1254.62027OpenAlexW2028957796MaRDI QIDQ692971FDOQ692971

Authors: Chi-hsiang Chu, Te-you Lai, Ying Nian Wu, Ray-Bing Chen 

Publication date: 6 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-009-9165-4

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zbMATH Keywords

Gibbs samplerMetropolis algorithmstochastic search variable selection

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

Cites Work

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• Bayesian variable selection with related predictors
• Nonparametric regression using Bayesian variable selection
• Optimal predictive model selection.
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• Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
• Matching pursuits with time-frequency dictionaries
• A Bayesian Variable-Selection Approach for Analyzing Designed Experiments with Complex Aliasing
• Title not available (Why is that?)
• Variable screening in predicting clinical outcome with high-dimensional microarrays

Cited In (15)

• Bayesian variable selection in a class of mixture models for ordinal data: a comparative study
• Variational Bayesian inference for network autoregression models
• Conjugate priors and variable selection for Bayesian quantile regression
• Fast Bayesian variable screenings for binary response regressions with small sample size
• Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter
• Functionally induced priors for componentwise Gibbs sampler in the analysis of supersaturated designs
• Bayesian analysis of dynamic panel data by penalized quantile regression
• A discrete density approach to Bayesian quantile and expectile regression with discrete responses
• Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
• A review of Bayesian group selection approaches for linear regression models
• Global–local shrinkage multivariate logit-beta priors for multiple response-type data
• On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables
• Acceleration of the stochastic search variable selection via componentwise Gibbs sampling
• A method for augmenting supersaturated designs
• Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers

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