Bayesian sparse multiple regression for simultaneous rank reduction and variable selection

DOI10.1093/biomet/asz056zbMath1435.62377arXiv1612.00877OpenAlexW2989822559WikidataQ100990239 ScholiaQ100990239MaRDI QIDQ5222229

Antik Chakraborty, Anirban Bhattacharya, Bani. K. Mallick

Publication date: 1 April 2020

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.00877

zbMATH Keywords

dimension reductionscalabilityvariable selectionshrinkagehigh dimensionposterior concentration

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical ranking and selection procedures (62F07) Paired and multiple comparisons; multiple testing (62J15)

Related Items (3)

Model Interpretation Through Lower-Dimensional Posterior Summarization ⋮ A reduced-rank approach to predicting multiple binary responses through machine learning ⋮ A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors

This page was built for publication: Bayesian sparse multiple regression for simultaneous rank reduction and variable selection