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An Efficient Stochastic Search for Bayesian Variable Selection with High-Dimensional Correlated Predictors

We present a Bayesian variable selection method for the setting in which the number of independent variables or predictors in a particular dataset is much larger than the available sample size. While most existing methods allow some degree of correlations among predictors but do not consider these c...

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Detalhes bibliográficos
Main Authors: Kwon, Deukwoo, Landi, Maria Teresa, Vannucci, Marina, Issaq, Haleem J., Prieto, DaRue, Pfeiffer, Ruth M.
Formato: Artigo
Idioma:Inglês
Publicado em: 2011
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3113479/
https://ncbi.nlm.nih.gov/pubmed/21686315
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.csda.2011.04.019
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