An efficient sampling algorithm with adaptations for Bayesian variable selection

DOI10.1016/j.neunet.2014.09.010zbMath1325.62056DBLPjournals/nn/ArakiIA15OpenAlexW2066068511WikidataQ51001418 ScholiaQ51001418MaRDI QIDQ889341

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

zbMATH Keywords

convergenceadaptive Markov chain Monte CarloGibbs variable selectionBayesian logistic regression modelindicator model selectionKuo and Mallick's method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Linear regression; mixed models (62J05) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (3)

Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline ⋮ Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data ⋮ Multiset Model Selection

Cites Work

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• A review of Bayesian variable selection methods: what, how and which

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