R package BVSNLP: Bayesian Variable Selection in High Dimensional Settings using Non-Local Prior. Variable/Feature selection in high or ultra-high dimensional settings has gained a lot of attention recently specially in cancer genomic studies. This package provides a Bayesian approach to tackle this problem, where it exploits mixture of point masses at zero and nonlocal priors to improve the performance of variable selection and coefficient estimation. It performs variable selection for binary response and survival time response datasets which are widely used in biostatistic and bioinformatics community. Benefiting from parallel computing ability, it reports necessary outcomes of Bayesian variable selection such as Highest Posterior Probability Model (HPPM), Median Probability Model (MPM) and posterior inclusion probability for each of the covariates in the model. The option to use Bayesian Model Averaging (BMA) is also part of this package that can be exploited for predictive power measurements in real datasets.
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References in zbMATH (referenced in 5 articles )
Showing results 1 to 5 of 5.
- Wan, Kitty Yuen Yi; Griffin, Jim E.: An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models (2021)
- Nikooienejad, Amir; Wang, Wenyi; Johnson, Valen E.: Bayesian variable selection for survival data using inverse moment priors (2020)
- Wu, Ho-Hsiang; Ferreira, Marco A. R.; Elkhouly, Mohamed; Ji, Tieming: Hyper nonlocal priors for variable selection in generalized linear models (2020)
- Zhang, Chun-Xia; Xu, Shuang; Zhang, Jiang-She: A novel variational Bayesian method for variable selection in logistic regression models (2019)
- Amir Nikooienejad, Wenyi Wang, Valen E. Johnson: Bayesian Variable Selection in High Dimensional Survival Time Cancer Genomic Datasets using Nonlocal Priors (2017) arXiv