2020
DOI: 10.1080/10618600.2020.1840997
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Bayesian Variable Selection for Gaussian Copula Regression Models

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Cited by 13 publications
(8 citation statements)
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References 57 publications
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“…Zhang et al, 2019). For nonlinear models, a novel and efficient MCMC algorithm was proposed by Alexopoulos and Bottolo (2020), which can explore the high-dimensional model space and estimate the structure among multiple responses of diverse types (i.e., low-intensity counts, binary, ordinal and continuous variables). S3.1 if using the median probability model.…”
Section: Discussionmentioning
confidence: 99%
“…Zhang et al, 2019). For nonlinear models, a novel and efficient MCMC algorithm was proposed by Alexopoulos and Bottolo (2020), which can explore the high-dimensional model space and estimate the structure among multiple responses of diverse types (i.e., low-intensity counts, binary, ordinal and continuous variables). S3.1 if using the median probability model.…”
Section: Discussionmentioning
confidence: 99%
“…MR 2 is based on a recently proposed Bayesian method to select important predictors in regression models with multiple responses of any type [40]. Specifically, a sparse Gaussian copula regression (GCR) model [41] is used to account for the multivariate dependencies between the Gaussian responses 13 β Y once their direct causal association with a set of important exposures β X is estimated.…”
Section: Bayesian Multi-response Mrmentioning
confidence: 99%
“…A detailed discussion of the Bayesian formulation of the GCR model in eq. ( 10) with multiple responses of any type is presented in [40]. In the following, we summarise the main aspects of the proposed multi-response multivariable MR model when all margins are univariate Gaussian.…”
Section: Bayesian Multi-response Mrmentioning
confidence: 99%
“…In this set‐up, the proposal and target densities cancel out in the Metropolis–Hastings acceptance ratios. This is known as ‘implicit marginalisation’ (Alexopoulos & Bottolo, 2020; Holmes & Held, 2006) since the resulting acceptance ratio does not contain the current and proposed values of βγ or {bold-italicσ2, ρ } and it has been shown to greatly improve mixing of the structural parameters γ and J which are in our case the main focus of inference.…”
Section: Posterior Computationsmentioning
confidence: 99%