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

DOI10.1007/S11222-011-9228-1MaRDI QIDQ746215zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 597911 (Why is no real title available?)
• scientific article; zbMATH DE number 1522708 (Why is no real title available?)
• scientific article; zbMATH DE number 1738333 (Why is no real title available?)
• A Predictive Approach to Model Selection
• An exploration of aspects of Bayesian multiple testing
• Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage
• Bayesian auxiliary variable models for binary and multinomial regression
• Benchmark priors for Bayesian model averaging.
• Calibration and empirical Bayes variable selection
• Empirical Bayes logistic regression
• Empirical Bayes vs. fully Bayes variable selection
• Lindley's Paradox
• Mixtures of g Priors for Bayesian Variable Selection
• Monte Carlo strategies in scientific computing
• Multivariate Bayesian Variable Selection and Prediction
• Safe and Effective Importance Sampling
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The elements of statistical learning. Data mining, inference, and prediction

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

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Uses Software

• BMSS

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