Scalable Bayesian Model Averaging Through Local Information Propagation

DOI10.1080/01621459.2014.980908zbMath1419.62168arXiv1403.2397OpenAlexW1966543131MaRDI QIDQ5367402

Li Ma

Publication date: 13 October 2017

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

Full work available at URL: https://arxiv.org/abs/1403.2397

zbMATH Keywords

hidden Markov modelMarkov processvariable selectionparticle filterhigh-dimensional inferencesequential importance samplingBayesian model choice(generalized) linear models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)

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Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection ⋮ Particle EM for Variable Selection

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