The DOI matches its Crossref record; 49 of the 49 references it cites were found in a registry or an index.
A review of Bayesian variable selection methods: what, how and which
Open accessAbstract
The selection of variables in regression problems has occupied the minds of many statisticians. Several Bayesian variable selection methods have been developed, and we concentrate on the following methods: Kuo & Mallick, Gibbs Variable Selection (GVS), Stochastic Search Variable Selection (SSVS), adaptive shrinkage with Jeffreys' prior or a Laplacian prior, and reversible jump MCMC. We review these methods, in the context of their different properties. We then implement the methods in BUGS, using both real and simulated data as examples, and investigate how the different methods perform in practice. Our results suggest that SSVS, reversible jump MCMC and adaptive shrinkage methods can all work well, but the choice of which method is better will depend on the priors that are used, and also on how they are implemented.
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Citations
Cites
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A simple new approach to variable selection in regression, with application to genetic fine mapping
Wang, G., Sarkar, A., Carbonetto, P., & Stephens, M. (2020) · Journal of the Royal Statistical Society Series B (Statistical Methodology) · doi:10.1111/rssb.12388 · Cited by 1,121
A guide to Bayesian model selection for ecologists
Hooten, M. B., & Hobbs, N. T. (2015) · Ecological Monographs · doi:10.1890/14-0661.1 · Cited by 891
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Ovaskainen, O., & Abrego, N. (2020) · Cambridge University Press eBooks · doi:10.1017/9781108591720 · Cited by 394
Bayesian LASSO for Quantitative Trait Loci Mapping
Yi, N., & Xu, S. (2008) · Genetics · doi:10.1534/genetics.107.085589 · Cited by 344
A multispecies occupancy model for two or more interacting species
Rota, C. T., Ferreira, M. A. R., Kays, R. W., Forrester, T. D., Kalies, E. L., McShea, W. J., Parsons, A. W., & Millspaugh, J. J. (2016) · Methods in Ecology and Evolution · doi:10.1111/2041-210x.12587 · Cited by 284
Metadata
- Authors
- O'Hara, R. B., & Sillanpää, M. J.
- Venue
- Bayesian Analysis
- Publisher
- Institute of Mathematical Statistics
- Published
- 2009-03-01
- Volume
- 4
- Issue
- 1
- Pages
- 85-117
- ISSN
- 1931-6690 (ISSN-L)
- 1936-0975
- OpenAlex
- W2049228615
- Cited by
- 771
- References
- 49
- FWCI
- 21.86
- Type
- journal article
- Language
- en
- Open access
- diamond
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