An efficient sampling algorithm with adaptations for Bayesian variable selection
DOI10.1016/J.NEUNET.2014.09.010zbMATH Open1325.62056DBLPjournals/nn/ArakiIA15OpenAlexW2066068511WikidataQ51001418 ScholiaQ51001418MaRDI QIDQ889341FDOQ889341
Takamitsu Araki, Shotaro Akaho, Kazushi Ikeda
Publication date: 6 November 2015
Published in: Neural Networks (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.neunet.2014.09.010
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Cites Work
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- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Weak convergence and optimal scaling of random walk Metropolis algorithms
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- A review of Bayesian variable selection methods: what, how and which
- On Bayesian model and variable selection using MCMC
- Variable selection for regression models
- Bayesian binary kernel probit model for microarray based cancer classification and gene selection
- A computational framework for empirical Bayes inference
- Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering
- Bayesian Variable Selection in Markov Mixture Models
Cited In (6)
- Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
- An index sampling algorithm for the bayesian analysis of a class of model selection problems
- In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p
- Multiset Model Selection
- Variable selection by perfect sampling
- Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data
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