{"title":"Balancing Sparsity and Power: Likelihoods, Priors, and Misspecification","authors":"D. Rossell, F. Rubio","doi":"10.1201/9781003089018-16","DOIUrl":"https://doi.org/10.1201/9781003089018-16","url":null,"abstract":"","PeriodicalId":403293,"journal":{"name":"Handbook of Bayesian Variable Selection","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121905799","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Stochastic Partitioning for Variable Selection in Multivariate Mixture of Regression Models","authors":"S. Monni, M. Tadesse","doi":"10.1201/9781003089018-19","DOIUrl":"https://doi.org/10.1201/9781003089018-19","url":null,"abstract":"","PeriodicalId":403293,"journal":{"name":"Handbook of Bayesian Variable Selection","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126696829","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Variable Selection with Shrinkage Priors via Sparse Posterior Summaries","authors":"Y. Zhang, Weichang Yu, H. Bondell","doi":"10.1201/9781003089018-8","DOIUrl":"https://doi.org/10.1201/9781003089018-8","url":null,"abstract":"","PeriodicalId":403293,"journal":{"name":"Handbook of Bayesian Variable Selection","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134053323","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Variable Selection and Interaction Detection with Bayesian Additive Regression Trees","authors":"C. Carvalho, E. George, P. R. Hahn, R. McCulloch","doi":"10.1201/9781003089018-17","DOIUrl":"https://doi.org/10.1201/9781003089018-17","url":null,"abstract":"","PeriodicalId":403293,"journal":{"name":"Handbook of Bayesian Variable Selection","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124008210","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Sparse Bayesian State-Space and Time-Varying Parameter Models","authors":"Sylvia Fruhwirth-Schnatter, Peter Knaus","doi":"10.1201/9781003089018-13","DOIUrl":"https://doi.org/10.1201/9781003089018-13","url":null,"abstract":"In this chapter, we review variance selection for time-varying parameter (TVP) models for univariate and multivariate time series within a Bayesian framework. We show how both continuous as well as discrete spike-and-slab shrinkage priors can be transferred from variable selection for regression models to variance selection for TVP models by using a non-centered parametrization. We discuss efficient MCMC estimation and provide an application to US inflation modeling.","PeriodicalId":403293,"journal":{"name":"Handbook of Bayesian Variable Selection","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116191460","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Variable Selection for Hierarchically-Related Outcomes: Models and Algorithms","authors":"H. Ruffieux, L. Bottolo, S. Richardson","doi":"10.1201/9781003089018-10","DOIUrl":"https://doi.org/10.1201/9781003089018-10","url":null,"abstract":"","PeriodicalId":403293,"journal":{"name":"Handbook of Bayesian Variable Selection","volume":"138 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127591347","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Effect Selection and Regularization in Structured Additive Distributional Regression","authors":"P. Wiemann, T. Kneib, Helga Wagner","doi":"10.1201/9781003089018-12","DOIUrl":"https://doi.org/10.1201/9781003089018-12","url":null,"abstract":"","PeriodicalId":403293,"journal":{"name":"Handbook of Bayesian Variable Selection","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133440263","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"MCMC for Global-Local Shrinkage Priors in High-Dimensional Settings","authors":"A. Bhattacharya, J. Johndrow","doi":"10.1201/9781003089018-7","DOIUrl":"https://doi.org/10.1201/9781003089018-7","url":null,"abstract":"","PeriodicalId":403293,"journal":{"name":"Handbook of Bayesian Variable Selection","volume":"167 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131725980","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}