Handbook of Bayesian Variable Selection

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Accelerated Failure Time Regression Models
Adaptive Lasso
advanced Bayesian regression models
Aft Model
Bart
Bayes Factors
Bayesian False Discovery Rates
Bayesian Model Averaging
Bayesian Variable Selection
Bayesian Variable Selection Methods
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causal inference approaches
computational statistics
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heirarchical
hierarchical modeling strategies
High Dimensional Regression Models
High Dimensional Regression Problems
high-dimensional data analysis
Inclusion Probabilities
Laplace Prior
Marginal Inclusion Probabilities
MCMC Draw
MCMC Inference
Median Probability Model
model selection
MRF Prior
posterior
Posterior Distribution
Posterior Inclusion Probability
prior
regression model techniques
Regression Models
Reversible Jump MCMC
shrinkage
Shrinkage Priors
spike-and-slab
statistical learning methods
Time Varying Coefficient Models
Variable Importance Scores

Product details

  • ISBN 9780367543761
  • Weight: 1420g
  • Dimensions: 178 x 254mm
  • Publication Date: 21 Dec 2021
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
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Bayesian variable selection has experienced substantial developments over the past 30 years with the proliferation of large data sets. Identifying relevant variables to include in a model allows simpler interpretation, avoids overfitting and multicollinearity, and can provide insights into the mechanisms underlying an observed phenomenon. Variable selection is especially important when the number of potential predictors is substantially larger than the sample size and sparsity can reasonably be assumed.

The Handbook of Bayesian Variable Selection provides a comprehensive review of theoretical, methodological and computational aspects of Bayesian methods for variable selection. The topics covered include spike-and-slab priors, continuous shrinkage priors, Bayes factors, Bayesian model averaging, partitioning methods, as well as variable selection in decision trees and edge selection in graphical models. The handbook targets graduate students and established researchers who seek to understand the latest developments in the field. It also provides a valuable reference for all interested in applying existing methods and/or pursuing methodological extensions.

Features:

  • Provides a comprehensive review of methods and applications of Bayesian variable selection.
  • Divided into four parts: Spike-and-Slab Priors; Continuous Shrinkage Priors; Extensions to various Modeling; Other Approaches to Bayesian Variable Selection.
  • Covers theoretical and methodological aspects, as well as worked out examples with R code provided in the online supplement.
  • Includes contributions by experts in the field.
  • Supported by a website with code, data, and other supplementary material

Mahlet Tadesse is Professor and Chair in the Department of Mathematics and Statistics at Georgetown University, USA. Her research over the past two decades has focused on Bayesian modeling for high-dimensional data with an emphasis on variable selection methods and mixture models. She also works on various interdisciplinary projects in genomics and public health. She is a recipient of the Myrto Lefkopoulou Distinguished Lectureship award, an elected member of the International Statistical Institute and an elected fellow of the American Statistical Association.

Marina Vannucci is Noah Harding Professor of Statistics at Rice University, USA. Her research over the past 25 years has focused on the development of methodologies for Bayesian variable selection in linear settings, mixture models and graphical models, and on related computational algorithms. She also has a solid history of scientific collaborations and is particularly interested in applications of Bayesian inference to genomics and neuroscience. She has received an NSF CAREER award and the Mitchell prize by ISBA for her research, and the Zellner Medal by ISBA for exceptional service over an extended period of time with long-lasting impact. She is an elected Member of ISI and RSS and an elected fellow of ASA, IMS, AAAS and ISBA.