An MCMC model search algorithm for regression problems

DOI10.1080/00949655.2012.668907zbMath1453.62177OpenAlexW2158216639MaRDI QIDQ5218902

Petros Dellaportas, Athanassios Petralias

Publication date: 6 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.668907

zbMATH Keywords

reversible jumpgene selectiontracking portfoliopopulation sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (3)

A quasi-Bayesian perspective to online clustering ⋮ On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective ⋮ Multiset Model Selection

Uses Software

• SSS

Cites Work

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• Population-Based Reversible Jump Markov Chain Monte Carlo
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Bayesian Graphical Models for Discrete Data
• Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
• Shotgun Stochastic Search for “Largep” Regression
• Benchmark priors for Bayesian model averaging.
• Monte Carlo strategies in scientific computing

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