Understanding And Assessment Of A Two Component G Prior In Variable Selection
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Understanding and Assessment of a Two-component G-prior in Variable Selection
Then we present a Bayesian variable selection method based on an extension of the Zellner's g-prior in linear models. More specifically, we propose a two-component G-prior, wherein a tuning parameter, calibrated by use of pseudo variables, is introduced to adjust the distance between the two components. We Assess the impact of tuning parameter b, the distance between important and unimportant variables, on the selection of variables by controlling Bayesian false model selection rate with respect to unimportant variables based on creating pseudo variables. We show that implementing the proposed prior in variable selection is more efficient than using the Zellner's g-prior.
Handbook of Bayesian Variable Selection
Bayesian variable selection has experienced substantial developments over the past 30 years with the proliferation of large data sets. Identifying relevant variables to include in a model allows simpler interpretation, avoids overfitting and multicollinearity, and can provide insights into the mechanisms underlying an observed phenomenon. Variable selection is especially important when the number of potential predictors is substantially larger than the sample size and sparsity can reasonably be assumed. The Handbook of Bayesian Variable Selection provides a comprehensive review of theoretical, methodological and computational aspects of Bayesian methods for variable selection. The topics covered include spike-and-slab priors, continuous shrinkage priors, Bayes factors, Bayesian model averaging, partitioning methods, as well as variable selection in decision trees and edge selection in graphical models. The handbook targets graduate students and established researchers who seek to understand the latest developments in the field. It also provides a valuable reference for all interested in applying existing methods and/or pursuing methodological extensions. Features: Provides a comprehensive review of methods and applications of Bayesian variable selection. Divided into four parts: Spike-and-Slab Priors; Continuous Shrinkage Priors; Extensions to various Modeling; Other Approaches to Bayesian Variable Selection. Covers theoretical and methodological aspects, as well as worked out examples with R code provided in the online supplement. Includes contributions by experts in the field. Supported by a website with code, data, and other supplementary material
Analyzing High-Dimensional Gene Expression and DNA Methylation Data with R
Analyzing high-dimensional gene expression and DNA methylation data with R is the first practical book that shows a ``pipeline" of analytical methods with concrete examples starting from raw gene expression and DNA methylation data at the genome scale. Methods on quality control, data pre-processing, data mining, and further assessments are presented in the book, and R programs based on simulated data and real data are included. Codes with example data are all reproducible. Features: • Provides a sequence of analytical tools for genome-scale gene expression data and DNA methylation data, starting from quality control and pre-processing of raw genome-scale data. • Organized by a parallel presentation with explanation on statistical methods and corresponding R packages/functions in quality control, pre-processing, and data analyses (e.g., clustering and networks). • Includes source codes with simulated and real data to reproduce the results. Readers are expected to gain the ability to independently analyze genome-scaled expression and methylation data and detect potential biomarkers. This book is ideal for students majoring in statistics, biostatistics, and bioinformatics and researchers with an interest in high dimensional genetic and epigenetic studies.