Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings
From MaRDI portal
Publication:4639592
DOI10.5705/ss.202016.0167zbMath1390.62125arXiv1507.07106OpenAlexW2962704566WikidataQ55395594 ScholiaQ55395594MaRDI QIDQ4639592
Minsuk Shin, Valen E. Johnson, Anirban Bhattacharya
Publication date: 9 May 2018
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.07106
nonlocal priorBayesian variable selectionprecision-recall curveultrahigh-dimensional datastrong model consistency
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)
Related Items
On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models ⋮ Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach ⋮ Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior ⋮ Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors ⋮ Bayesian Approaches to Shrinkage and Sparse Estimation ⋮ Bayesian Cox regression for large-scale inference with applications to electronic health records ⋮ Neuronized Priors for Bayesian Sparse Linear Regression ⋮ Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior ⋮ Bayesian variable selection for survival data using inverse moment priors ⋮ Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors ⋮ Bayesian wavelet analysis using nonlocal priors with an application to fMRI analysis ⋮ Unnamed Item ⋮ Concentration of posterior model probabilities and normalized \({L_0}\) criteria ⋮ Discussion ⋮ Bayesian sparse multivariate regression with asymmetric nonlocal priors for microbiome data analysis ⋮ Bayesian bandwidth test and selection for high-dimensional banded precision matrices ⋮ Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates ⋮ Hyper nonlocal priors for variable selection in generalized linear models ⋮ An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models ⋮ Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors ⋮ High-dimensional posterior consistency for hierarchical non-local priors in regression ⋮ Two-Stage Bayesian Approach for GWAS With Known Genealogy ⋮ BayesS5 ⋮ Bayesian Graphical Regression ⋮ Probabilistic Community Detection With Unknown Number of Communities ⋮ Tractable Bayesian Variable Selection: Beyond Normality ⋮ Discussions
Uses Software
This page was built for publication: Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings
