2011
DOI: 10.1007/s11222-011-9228-1
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Cross-validation prior choice in Bayesian probit regression with many covariates

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Cited by 12 publications
(9 citation statements)
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“…Classification was accomplished with Bayesian logistic regression with a sparsity promoting Laplace prior (see [ 32 , 33 ] for mathematical description of prior). Each individual voxel weight within a ROI was given a univariate Laplace prior distribution with a scale hyperparameter, which was optimized separately for each subject or subject pair by maximizing the average accuracy over all other subjects or subject pairs ([ 34 ]; candidate values 0.01, 0.04, 0.21, 1, 4.64, 21.54, 100). The multivariate posterior distribution of classifier weights was approximated using the expectation propagation algorithm [ 33 ] implemented in the FieldTrip toolbox [ 35 ].…”
Section: Methodsmentioning
confidence: 99%
“…Classification was accomplished with Bayesian logistic regression with a sparsity promoting Laplace prior (see [ 32 , 33 ] for mathematical description of prior). Each individual voxel weight within a ROI was given a univariate Laplace prior distribution with a scale hyperparameter, which was optimized separately for each subject or subject pair by maximizing the average accuracy over all other subjects or subject pairs ([ 34 ]; candidate values 0.01, 0.04, 0.21, 1, 4.64, 21.54, 100). The multivariate posterior distribution of classifier weights was approximated using the expectation propagation algorithm [ 33 ] implemented in the FieldTrip toolbox [ 35 ].…”
Section: Methodsmentioning
confidence: 99%
“…Our MVPA analysis was based on Bayesian treatment of logistic regression classifiers that attach a given transient activation pattern to the more probable one of two stimulus classes ( For the final models trained using the data of all 16 participants, the scale hyperparameter of the Laplace prior was optimized (candidate values 10 k O , where { 6, 5, 4, 3, 2} k ) by maximizing the mean log predictive probability (MLPP) obtained in a leave-one-out crossvalidation across participants (one participant at a time was left out from the training data set and the model was trained using the remaining 15 participants) and averaged over all seven binary classification tasks (Lamnisos et al 2012). The posterior distribution of the voxel coefficients was visualized by presenting the marginal posterior probabilities for positive sign of each coefficient as a brain map, which we call a signature pattern.…”
Section: Multi-voxel Pattern Analysismentioning
confidence: 99%
“…Let be the binary outcome vector in the partition , and be the outcome from the remaining partitions (training set). The cross-validation density for the i -th individual is estimated via model averaging; following Gelfand and Dey, 1994 , Lamnisos et al, 2012 , Chekouo et al, 2017 , we use as the importance density of the target distribution , where . The predictive probability can then be written as where , and G is the number of distinct models ’s obtained from the MCMC samples.…”
Section: Posterior Inferencementioning
confidence: 99%