Fast model-fitting of Bayesian variable selection regression using the iterative complex factorization algorithm

DOI10.1214/18-BA1120zbMath1416.62414arXiv1706.09888OpenAlexW2963791054WikidataQ90681575 ScholiaQ90681575MaRDI QIDQ1738154

Yongtao Guan, Quan Zhou

Publication date: 29 March 2019

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.09888

zbMATH Keywords

heritabilityGauss-Seidel methodregressionexchange algorithmCholesky decompositiondesign matrixfastBVSR

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15) Statistical block designs (62K10)

Related Items (4)

Unnamed Item ⋮ Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in “Large n , Large p ” Bayesian Sparse Regression ⋮ Bayesian clustering of spatial functional data with application to a human mobility study during COVID-19 ⋮ A novel Bayesian approach for variable selection in linear regression models

Uses Software

• GSL
• Blendenpik
• LSRN
• pi-MASS
• GCTA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The pseudo-marginal approach for efficient Monte Carlo computations
• Bayesian variable selection regression for genome-wide association studies and other large-scale problems
• An even faster algorithm for ridge regression of reduced rank data
• Improving the modified Gauss-Seidel method for \(Z\)-matrices
• The survey of preconditioners used for accelerating the rate of convergence in the Gauss-Seidel method.
• A faster algorithm for ridge regression of reduced rank data
• Small-world MCMC and convergence to multi-modal distributions: from slow mixing to fast mixing
• Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies
• LSRN: A Parallel Iterative Solver for Strongly Over- or Underdetermined Systems
• A fast randomized algorithm for overdetermined linear least-squares regression
• Blendenpik: Supercharging LAPACK's Least-Squares Solver
• A Normal form for a Matrix under the Unitary Congruence Group
• Mixtures of g Priors for Bayesian Variable Selection
• Ridge Regression and James-Stein Estimation: Review and Comments
• On Bayesian Analysis of Generalized Linear Models Using Jeffreys's Prior
• Algorithms for the regularization of ill-conditioned least squares problems
• Bayesian Model Averaging for Linear Regression Models
• On the Null Distribution of Bayes Factors in Linear Regression
• A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• Iterative Methods for Solving Partial Difference Equations of Elliptic Type

This page was built for publication: Fast model-fitting of Bayesian variable selection regression using the iterative complex factorization algorithm