Related papers: Mode jumping MCMC for Bayesian variable selection …

The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…

This article considers Bayesian model inference on binary model spaces. Binary model spaces are used by a large class of models, including graphical models, variable selection, mixture distributions, and decision trees. Traditional…

Bayesian Generalized Nonlinear Models (BGNLM) offer a flexible nonlinear alternative to GLM while still providing better interpretability than machine learning techniques such as neural networks. In BGNLM, the methods of Bayesian Variable…

Generalized linear mixed models (GLMMs) are often used for analyzing correlated non-Gaussian data. The likelihood function in a GLMM is available only as a high dimensional integral, and thus closed-form inference and prediction are not…

In this paper, we introduce a reversible version of a genetically modified mode jumping Markov chain Monte Carlo algorithm (GMJMCMC) for inference on posterior model probabilities in complex model spaces, where the number of explanatory…

The FBMS R package facilitates Bayesian model selection and model averaging in complex regression settings by employing a variety of Monte Carlo model exploration methods. At its core, the package implements an efficient Mode Jumping Markov…

Functional mixed models are widely useful for regression analysis with dependent functional data, including longitudinal functional data with scalar predictors. However, existing algorithms for Bayesian inference with these models only…

Generalized linear mixed models (GLMM) encompass large class of statistical models, with a vast range of applications areas. GLMM extends the linear mixed models allowing for different types of response variable. Three most common data…

Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…

It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to…

We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference is often extremely…

Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…

Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

High-dimensional linear and nonlinear models have been extensively used to identify associations between response and explanatory variables. The variable selection problem is commonly of interest in the presence of massive and complex data.…

Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…

We propose a voxel-wise general linear model with autoregressive noise and heteroscedastic noise innovations (GLMH) for analyzing functional magnetic resonance imaging (fMRI) data. The model is analyzed from a Bayesian perspective and has…

Bayesian variable selection requires sampling from a posterior distribution that combines discrete model indicators with continuously varying parameters, a challenge often addressed through reversible jump Markov chain Monte Carlo (RJMCMC).…

Regression models are used for inference and prediction in a wide range of applications providing a powerful scientific tool for researchers and analysts from different fields. In many research fields the amount of available data as well as…

Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed…