Cross-validation prior choice in Bayesian probit regression with many covariates

DOI10.1007/S11222-011-9228-1zbMATH Open1322.62107OpenAlexW1972928786MaRDI QIDQ746215FDOQ746215

Authors: D. Lamnisos, J. E. Griffin, M. F. J. Steel 

Publication date: 16 October 2015

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

Full work available at URL: http://wrap.warwick.ac.uk/37681/1/WRAP_Steel_150911-cvpriorchoice_rev.pdf

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zbMATH Keywords

cross-validationimportance samplinggene expression dataBayesian variable selectionlog predictive scoreridge prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
• A Predictive Approach to Model Selection
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Mixtures of g Priors for Bayesian Variable Selection
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• Monte Carlo strategies in scientific computing
• Bayesian auxiliary variable models for binary and multinomial regression
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• An exploration of aspects of Bayesian multiple testing
• Calibration and empirical Bayes variable selection
• Multivariate Bayesian Variable Selection and Prediction
• Benchmark priors for Bayesian model averaging.
• Empirical Bayes vs. fully Bayes variable selection
• Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage
• Safe and Effective Importance Sampling
• Lindley's Paradox
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• Empirical Bayes logistic regression

Cited In (4)

• A Bayesian integrative approach for multi-platform genomic data: a kidney cancer case study
• On the marginal likelihood and cross-validation
• Robust Leave-One-Out Cross-Validation for High-Dimensional Bayesian Models
• Complete subset regressions

Uses Software

• BMSS

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