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
convergenceadaptive Markov chain Monte CarloGibbs variable selectionBayesian logistic regression modelindicator model selectionKuo and Mallick's method
Computational methods in Markov chains (60J22) Linear regression; mixed models (62J05) Bayesian inference (62F15) Monte Carlo methods (65C05)
Related Items (3)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- On Bayesian model and variable selection using MCMC
- A computational framework for empirical Bayes inference
- Bayesian binary kernel probit model for microarray based cancer classification and gene selection
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering
- Bayesian Variable Selection in Markov Mixture Models
- A review of Bayesian variable selection methods: what, how and which
This page was built for publication: An efficient sampling algorithm with adaptations for Bayesian variable selection