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Shotgun Stochastic Search for

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  • Hans, Chris
  • Dobra, Adrian
  • West, Mike

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  • Hans, Chris & Dobra, Adrian & West, Mike, 2007. "Shotgun Stochastic Search for," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 507-516, June.
    • Handle: RePEc:bes:jnlasa:v:102:y:2007:m:june:p:507-516
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    Cited by:

    1. Michalis K. Titsias & Christopher Yau, 2017. "The Hamming Ball Sampler," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1598-1611, October.
    2. Nicolai Meinshausen & Peter Bühlmann, 2010. "Stability selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(4), pages 417-473, September.
    3. Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
    4. Shiqiang Jin & Gyuhyeong Goh, 2021. "Bayesian selection of best subsets via hybrid search," Computational Statistics, Springer, vol. 36(3), pages 1991-2007, September.
    5. Wang, Hao, 2010. "Sparse seemingly unrelated regression modelling: Applications in finance and econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2866-2877, November.
    6. Li Ma, 2015. "Scalable Bayesian Model Averaging Through Local Information Propagation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 795-809, June.
    7. Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2015. "Complete subset regressions with large-dimensional sets of predictors," Journal of Economic Dynamics and Control, Elsevier, vol. 54(C), pages 86-110.
    8. Fei Liu & David Dunson & Fei Zou, 2011. "High-Dimensional Variable Selection in Meta-Analysis for Censored Data," Biometrics, The International Biometric Society, vol. 67(2), pages 504-512, June.
    9. P. Richard Hahn & Carlos M. Carvalho, 2015. "Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 435-448, March.
    10. Abdul Salam & Marco Grzegorczyk, 2023. "Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors," Computational Statistics, Springer, vol. 38(2), pages 779-808, June.
    11. Eicher, Theo S. & Helfman, Lindy & Lenkoski, Alex, 2012. "Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 637-651.
    12. Jianqing Fan & Jinchi Lv, 2008. "Sure independence screening for ultrahigh dimensional feature space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 849-911, November.
    13. Kwon, Deukwoo & Landi, Maria Teresa & Vannucci, Marina & Issaq, Haleem J. & Prieto, DaRue & Pfeiffer, Ruth M., 2011. "An efficient stochastic search for Bayesian variable selection with high-dimensional correlated predictors," Computational Statistics & Data Analysis, Elsevier, vol. 55(10), pages 2807-2818, October.
    14. Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2013. "Complete subset regressions," Journal of Econometrics, Elsevier, vol. 177(2), pages 357-373.
    15. Lucas Joseph & Carvalho Carlos & West Mike, 2009. "A Bayesian Analysis Strategy for Cross-Study Translation of Gene Expression Biomarkers," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 8(1), pages 1-26, February.
    16. Liquet, Benoît & Bottolo, Leonardo & Campanella, Gianluca & Richardson, Sylvia & Chadeau-Hyam, Marc, 2016. "R2GUESS: A Graphics Processing Unit-Based R Package for Bayesian Variable Selection Regression of Multivariate Responses," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 69(i02).
    17. Athanassios Petralias & Pródromos Prodromídis, 2015. "Price discovery under crisis: uncovering the determinant factors of prices using efficient Bayesian model selection methods," Empirical Economics, Springer, vol. 49(3), pages 859-879, November.
    18. Kirsner, Daniel & Sansó, Bruno, 2020. "Multi-scale shotgun stochastic search for large spatial datasets," Computational Statistics & Data Analysis, Elsevier, vol. 146(C).
    19. Joscha Beckmann & Rainer Schüssler, 2014. "Forecasting Equity Premia using Bayesian Dynamic Model Averaging," CQE Working Papers 2914, Center for Quantitative Economics (CQE), University of Muenster.

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