Cross-validation prior choice in Bayesian probit regression with many covariates

DOI10.1007/s11222-011-9228-1zbMath1322.62107OpenAlexW1972928786MaRDI QIDQ746215

D. Lamnisos, Jim E. Griffin, Mark F. J. Steel

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: http://wrap.warwick.ac.uk/37681/1/WRAP_Steel_150911-cvpriorchoice_rev.pdf

zbMATH Keywords

importance samplingcross-validationgene expression dataBayesian variable selectionlog predictive scoreridge prior

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

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Uses Software

• BMSS

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