Sparse high-dimensional linear mixed modeling with a partitioned empirical Bayes ECM algorithm
From MaRDI portal
Cites work
- A comment on D. V. Lindley's statistical paradox
- A Relaxation Approach to Feature Selection for Linear Mixed Effects Models
- A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure
- Adaptive Bayesian SLOPE: Model Selection With Incomplete Data
- Adaptive false discovery rate control under independence and dependence
- An iterative algorithm for joint covariate and random effect selection in mixed effects models
- Bayesian model selection in linear mixed models for longitudinal data
- Bayesian Variable Selection in Linear Regression
- Empirical Bayes Analysis of a Microarray Experiment
- Estimation for high-dimensional linear mixed-effects models using _1-penalization
- Expectation propagation as a way of life: a framework for Bayesian inference on partitioned data
- Fence methods for mixed model selection
- Fixed and Random Effects Selection in Linear and Logistic Models
- Fixed and Random Effects Selection in Mixed Effects Models
- Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution
- scientific article; zbMATH DE number 4070082 (Why is no real title available?)
- scientific article; zbMATH DE number 1034042 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- scientific article; zbMATH DE number 3240705 (Why is no real title available?)
- Inference for High-Dimensional Linear Mixed-Effects Models: A Quasi-Likelihood Approach
- Joint variable selection for fixed and random effects in linear mixed-effects models
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Microarrays, empirical Bayes and the two-groups model
- Model selection in linear mixed effect models
- Multilevel modeling using R
- Nearly optimal Bayesian shrinkage for high-dimensional regression
- Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
- Parameter expansion to accelerate EM: the PX-EM algorithm
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Random Effects Selection in Linear Mixed Models
- Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm
- Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
- Sparse linear mixed model selection via streamlined variational Bayes
- Spike and slab variable selection: frequentist and Bayesian strategies
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Optimal Discovery Procedure: A New Approach to Simultaneous Significance Testing
- Unified Bayesian theory of sparse linear regression with nuisance parameters
- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
- Variable selection in linear mixed effects models
This page was built for publication: Sparse high-dimensional linear mixed modeling with a partitioned empirical Bayes ECM algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6961495)
