Particle EM for Variable Selection

DOI10.1080/01621459.2017.1360778zbMath1409.62055OpenAlexW2742770167MaRDI QIDQ3121560

Veronika Rockova

Publication date: 20 March 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2017.1360778

zbMATH Keywords

EM algorithmmultimodalityspike-and-slabensemble optimization

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15) Sequential estimation (62L12)

Related Items (6)

Incorporating grouping information into Bayesian Gaussian graphical model selection ⋮ Crime in Philadelphia: Bayesian Clustering with Particle Optimization ⋮ A novel variational Bayesian method for variable selection in logistic regression models ⋮ Bayesian Bootstrap Spike-and-Slab LASSO ⋮ An Expectation Conditional Maximization Approach for Gaussian Graphical Models ⋮ BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications

Uses Software

• SSS
• EMVS

Cites Work

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• Nearly unbiased variable selection under minimax concave penalty
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• Negotiating multicollinearity with spike-and-slab priors
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• Sequential Monte Carlo Methods in Practice
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• Detecting Differentially Expressed Genes in Microarrays Using Bayesian Model Selection
• The Spike-and-Slab LASSO
• Bayesian Graphical Models for Discrete Data
• EMVS: The EM Approach to Bayesian Variable Selection
• Shotgun Stochastic Search for “Largep” Regression
• Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective
• Scalable Bayesian Model Averaging Through Local Information Propagation

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