Shared Bayesian variable shrinkage in multinomial logistic regression

DOI10.1016/J.CSDA.2022.107568MaRDI QIDQ2084055zbMATH OpenOpenAlexFDO

Authors Md Nazir Uddin, Jeremy T. Gaskins

Publication date 17 October 2022

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2022.107568

zbMATH Keywords

variable selectionBayesian analysisbaseline categorical regressionshared shrinkage

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A Bayesian analysis of the multinomial probit model using marginal data augmentation
• A Bayesian analysis of the multinomial probit model with fully identified parameters
• A novel Bayesian approach for variable selection in linear regression models
• Achieving shrinkage in a time-varying parameter model framework
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Bayesian Variable Selection in Linear Regression
• Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership
• Bayesian variable selection for multioutcome models through shared shrinkage
• Dirichlet-Laplace priors for optimal shrinkage
• EMVS: the EM approach to Bayesian variable selection
• Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
• Foundations of linear and generalized linear models
• Hyper Markov laws for correlation matrices
• Inference with normal-gamma prior distributions in regression problems
• Lasso meets horseshoe: a survey
• Mixtures of g Priors for Bayesian Variable Selection
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The Bayesian Lasso
• The horseshoe estimator for sparse signals
• The horseshoe+ estimator of ultra-sparse signals

Cited in

(2)

• Bayesian variable selection for multioutcome models through shared shrinkage
• Global–local shrinkage multivariate logit-beta priors for multiple response-type data

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