Residential College | false |
Status | 已發表Published |
Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis | |
Aijun Yang1,2; Xuejun Jiang3; Lianjie Shu4; Jinguan Lin5 | |
2017-03 | |
Source Publication | COMPUTATIONAL STATISTICS |
ABS Journal Level | 2 |
ISSN | 0943-4062 |
Volume | 32Issue:1Pages:127-143 |
Abstract | The main challenge in working with gene expression microarrays is that the sample size is small compared to the large number of variables (genes). In many studies, the main focus is on finding a small subset of the genes, which are the most important ones for differentiating between different types of cancer, for simpler and cheaper diagnostic arrays. In this paper, a sparse Bayesian variable selection method in probit model is proposed for gene selection and classification. We assign a sparse prior for regression parameters and perform variable selection by indexing the covariates of the model with a binary vector. The correlation prior for the binary vector assigned in this paper is able to distinguish models with the same size. The performance of the proposed method is demonstrated with one simulated data and two well known real data sets, and the results show that our method is comparable with other existing methods in variable selection and classification. |
Keyword | Bayesian Variable Selection Sparse Prior Correlation Prior Probit Model High-dimensional Data Classification |
DOI | 10.1007/s00180-016-0665-3 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:000392300200006 |
Publisher | SPRINGER HEIDELBERG |
The Source to Article | WOS |
Scopus ID | 2-s2.0-85009949491 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT |
Corresponding Author | Xuejun Jiang |
Affiliation | 1.College of Economics and Management, Nanjing Forestry University, Nanjing, China 2.School of Economics and Management, Southeast University, Nanjing, China 3.Department of Mathematics, South University of Science and Technology of China, Shenzhen, China 4.Faculty of Business Administration, University of Macau, Macau, China 5.Department of Mathematics, Southeast University, Nanjing, China |
Recommended Citation GB/T 7714 | Aijun Yang,Xuejun Jiang,Lianjie Shu,et al. Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis[J]. COMPUTATIONAL STATISTICS, 2017, 32(1), 127-143. |
APA | Aijun Yang., Xuejun Jiang., Lianjie Shu., & Jinguan Lin (2017). Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis. COMPUTATIONAL STATISTICS, 32(1), 127-143. |
MLA | Aijun Yang,et al."Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis".COMPUTATIONAL STATISTICS 32.1(2017):127-143. |
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