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Adaptive sampling for Bayesian variable selection

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Author Info
David J. Nott
Robert Kohn

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Abstract

Our paper proposes adaptive Monte Carlo sampling schemes for Bayesian variable selection in linear regression that improve on standard Markov chain methods. We do so by considering Metropolis--Hastings proposals that make use of accumulated information about the posterior distribution obtained during sampling. Adaptation needs to be done carefully to ensure that sampling is from the correct ergodic distribution. We give conditions for the validity of an adaptive sampling scheme in this problem, and for simulating from a distribution on a finite state space in general, and suggest a class of adaptive proposal densities which uses best linear prediction to approximate the Gibbs sampler. Our sampling scheme is computationally much faster per iteration than the Gibbs sampler, and when this is taken into account the efficiency gains when using our sampling scheme compared to alternative approaches are substantial in terms of precision of estimation of posterior quantities of interest for a given amount of computation time. We compare our method with other sampling schemes for examples involving both real and simulated data. The methodology developed in the paper can be extended to variable selection in more general problems. Copyright 2005, Oxford University Press.

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File URL: http://hdl.handle.net/10.1093/biomet/92.4.747
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Publisher Info
Article provided by Oxford University Press for Biometrika Trust in its journal Biometrika.

Volume (Year): 92 (2005)
Issue (Month): 4 (December)
Pages: 747-763
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Handle: RePEc:oup:biomet:v:92:y:2005:i:4:p:747-763

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  1. Ley, Eduardo & Steel, Mark F.J., 2008. "On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression," MPRA Paper 6772, University Library of Munich, Germany, revised 06 Jan 2008. [Downloadable!]
    Other versions:
  2. Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2007. "Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures," Working Paper Series 211, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
  3. Giordani, Paolo & Kohn, Robert, 2006. "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series 196, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    Other versions:
  4. Eduardo Ley & Mark F.J. Steel, 2009. "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression

    This article was published online on 30 M," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 651-674. [Downloadable!]

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This page was last updated on 2009-11-28.


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