A novel Bayesian approach for variable selection in linear regression models

A Novel Bagging Ensemble Approach for Variable Ranking and Selection for Linear Regression Models

Adaptive Monte Carlo for Bayesian Variable Selection in Regression Models

This article describes a method for efficient posterior simulation for Bayesian variable selection in Generalized Linear Models with many regressors but few observations. A proposal on model space is described which contains a tuneable parameter. An adaptive approach to choosing this tuning parameter is described which allows automatic, efficient computation in these models. The method is appli...

Bayesian linear regression and variable selection for spectroscopic calibration.

This paper presents a Bayesian approach to the development of spectroscopic calibration models. By formulating the linear regression in a probabilistic framework, a Bayesian linear regression model is derived, and a specific optimization method, i.e. Bayesian evidence approximation, is utilized to estimate the model "hyper-parameters". The relation of the proposed approach to the calibration mo...

Alternative Strategies for Variable Selection in Linear Regression Models

1. INTRODUCTION 1.1.1. Variable Selection for Incomplete Data sets In statistical practice, many real-life data sets are incomplete for reasons like non-responses or drop-outs. When a data set is incomplete, practitioners frequently resort to a " case-deletion " strategy within which the incomplete cases are excluded from analysis and the complete cases are formed into a reduced rectangular com...

Adaptive Bayesian Criteria in Variable Selection for Generalized Linear Models

For the problem of variable selection in generalized linear models, we develop various adaptive Bayesian criteria. Using a hierarchical mixture setup for model uncertainty, combined with an integrated Laplace approximation, we derive Empirical Bayes and Fully Bayes criteria that can be computed easily and quickly. The performance of these criteria is assessed via simulation and compared to othe...