Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection.
Xitong LiangSamuel LivingstoneJim GriffinPublished in: Stat. Comput. (2022)
Keyphrases
- variable selection
- markov chain monte carlo
- high dimensional
- posterior distribution
- cross validation
- hyperparameters
- parameter estimation
- posterior probability
- markov chain
- model selection
- bayesian inference
- generative model
- monte carlo
- low dimensional
- dimension reduction
- dimensionality reduction
- high dimensional data
- approximate inference
- particle filtering
- particle filter
- maximum a posteriori
- high dimensionality
- latent variables
- gaussian process
- gaussian processes
- bayesian networks
- support vector
- probabilistic model
- neural network
- em algorithm
- markov random field