Minimizing variable selection criteria by Markov chain Monte Carlo

2016 ◽  
Vol 31 (4) ◽  
pp. 1263-1286
Author(s):  
Yen-Shiu Chin ◽  
Ting-Li Chen
Biometrika ◽  
2020 ◽  
Author(s):  
J E Griffin ◽  
K G Łatuszyński ◽  
M F J Steel

Summary The availability of datasets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these datasets has proved difficult since available Markov chain Monte Carlo methods do not perform well in typical problem sizes of interest. We propose new adaptive Markov chain Monte Carlo algorithms to address this shortcoming. The adaptive design of these algorithms exploits the observation that in large-$p$, small-$n$ settings, the majority of the $p$ variables will be approximately uncorrelated a posteriori. The algorithms adaptively build suitable nonlocal proposals that result in moves with squared jumping distance significantly larger than standard methods. Their performance is studied empirically in high-dimensional problems and speed-ups of up to four orders of magnitude are observed.


2021 ◽  
Vol 8 (1) ◽  
Author(s):  
Shibiru Jabessa ◽  
Dabala Jabessa

AbstractMaternal mortality is one of the socio-economic problems and widely considered a serious indicator of the quality of a health. Ethiopia is considered to be one of the top six sub-Saharan countries with severe maternal mortality. The objective of this study was to investigate the effects of the Demographic and Socio-economic determinant factors of maternal mortality in Ethiopia. Data from the 2016 Ethiopia Demographic and Health Survey indicated that the sample of women (15–49) was (n = 10,103). The Bayesian multilevel we were used to explore the major risk factors and regional variations in maternal mortality in Ethiopia. Markov chain Monte Carlo methods with non-informative priors have been applied. The Deviance Information Criterion model selection criteria were used to select the appropriate model. The analysis result, 145 (1.43%) mothers were died due to pregnancy. Using model selection criteria Bayesian multilevel random coefficient was found to be appropriate. With this model, Age of mother, marital status, number of living children, wealth index and Education are found to be the significant determinants of maternal mortality in Ethiopia. The study indicated that there was within and between regional variations in maternal mortality. Inference is the fully Bayesian multilevel model based on recent Markov chain Monte Carlo techniques. The socioeconomic, demographic and environmental determinants included in the study were found to be statistically significant. The result of the Bayesian multilevel model in this study has shown that educational attainment, wealth index, an age of mother, status and number of living children was a significant factor of maternal mortality.


1994 ◽  
Author(s):  
Alan E. Gelfand ◽  
Sujit K. Sahu

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