varbvs

Large-Scale Bayesian Variable Selection Using Variational Methods

Last update: 31 May 2023

Copyright license: GNU General Public License

Software version identifier: 2.6-8, 1.0, 2.0-8, 2.0.0, 2.4-0, 2.5-16, 2.6-10

Source code repository: https://github.com/cran/varbvs

Description

Fast algorithms for fitting Bayesian variable selection models and computing Bayes factors, in which the outcome (or response variable) is modeled using a linear regression or a logistic regression. The algorithms are based on the variational approximations described in "Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies" (P. Carbonetto & M. Stephens, 2012, <doi:10.1214/12-BA703>). This software has been applied to large data sets with over a million variables and thousands of samples.

Cites work

Scalable Variational Inference for Bayesian Variable Selection in Regression, and Its Accuracy in Genetic Association Studies