| Presentation | 2012-11-08 An Efficient Sampling Algorithm for Bayesian Variable Selection Takamitsu ARAKI, Kazushi IKEDA, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In Bayesian variable selection, a Gibbs variable selection (GVS) is one of the most famous sampling algorithms, and has been used in various models. The efficiency of the GVS strongly depends on parameters of a proposal distribution and pseudo-priors, and the GVS determines their parameters based on a pilot run for a full model. However the parameters shift the pseudo-priors from the marginal posterior distributions, and make the scale of the proposal distribution an improper value in many cases. In this paper, we propose an algorithm that adapts the parameters while it runs, and confirm that our algorithm is more efficient than the conventional GVS by a experiment of Bayesian variable selection of a logistic regression model. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Gibbs Variable Selection / Adaptive Markov Chain Monte Carlo / Bayesian logistic regression model |
| Paper # | IBISML2012-75 |
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| Conference Information | |
| Committee | IBISML |
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| Conference Date | 2012/10/31(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Information-Based Induction Sciences and Machine Learning (IBISML) |
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| Language | ENG |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | An Efficient Sampling Algorithm for Bayesian Variable Selection |
| Sub Title (in English) | |
| Keyword(1) | Gibbs Variable Selection |
| Keyword(2) | Adaptive Markov Chain Monte Carlo |
| Keyword(3) | Bayesian logistic regression model |
| 1st Author's Name | Takamitsu ARAKI |
| 1st Author's Affiliation | Graduate School of Information Science, Nara Institute of Science and Technology() |
| 2nd Author's Name | Kazushi IKEDA |
| 2nd Author's Affiliation | Graduate School of Information Science, Nara Institute of Science and Technology |
| Date | 2012-11-08 |
| Paper # | IBISML2012-75 |
| Volume (vol) | vol.112 |
| Number (no) | 279 |
| Page | pp.pp.- |
| #Pages | 5 |
| Date of Issue | |