Fast Bayesian variable screenings for binary response regressions with small sample size
From MaRDI portal
Publication:5106969
DOI10.1080/00949655.2017.1341887zbMath1492.62117OpenAlexW2635105026WikidataQ44876548 ScholiaQ44876548MaRDI QIDQ5106969
Ray-Bing Chen, Jung-Ying Tzeng, Sheng-Mao Chang
Publication date: 22 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5653235
Related Items
Uses Software
Cites Work
- Measuring and testing dependence by correlation of distances
- Model-Free Feature Screening for Ultrahigh-Dimensional Data
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- A study of variable selection using \(g\)-prior distribution with ridge parameter
- Stochastic matching pursuit for Bayesian variable selection
- A normal scale mixture representation of the logistic distribution
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Regularized estimation of large covariance matrices
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers
- Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution
- On the existence of maximum likelihood estimates in logistic regression models
- Mixtures of g Priors for Bayesian Variable Selection
- Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
- Bias Correction in Generalized Linear Mixed Models With Multiple Components of Dispersion
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- Approximate Inference in Generalized Linear Mixed Models
- Bias reduction of maximum likelihood estimates
- Bias correction in generalised linear mixed models with a single component of dispersion
- Double shrinkage estimators for large sparse covariance matrices
- Bayesian Analysis of Binary and Polychotomous Response Data
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- Maximum Likelihood Estimation of Misspecified Models
- A review of Bayesian variable selection methods: what, how and which
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item