在通用线性模型和生存模型中适应贝叶斯变量选择的适应性MCMC
Xitong Liang1, Samuel Livingstone1, Jim Griffin1
1Department of Statistical Science, University College London, London WC1E 6BT, UK.
Entropy (Basel, Switzerland)
|September 28, 2023
概括
本研究介绍了一种高维贝叶斯变量选择在通用线性和生存模型中的高效计算方案. 新的PARNI建议改进了模型采样和边际概率估计,优于模拟和基因绘图数据中的现有方法.
科学领域:
- 计算统计学 计算统计学
- 统计建模 统计建模
- 生物信息学是一种生物信息学.
背景情况:
- 在通用线性和生存模型中高维贝叶斯变量选择在计算上具有挑战性.
- 现有的方法,如可逆跳马尔科夫链蒙特卡罗 (RJMCMC) 和数据增强,有实施困难或局限性.
- 使用拉普拉斯近似或伪边际方法估计边际概率可能是昂贵的计算.
研究的目的:
- 为高维贝叶斯变量选择开发一个高效的计算方案.
- 引入一项新的提议,用于直接从边缘后部分布中采样模型.
- 为边际概率估计提供准确有效的方法.
主要方法:
- 扩大了适应性随机邻里信息 (PARNI) 建议的分点实施,以实现高效的模型采样.
- 一种基于参数的适应性估计方法,用于边际概率,基于近似的拉普拉斯近似.
- 一种新的方法来适应PARNI提案的算法调整参数,使用热启动和ergodic平均估计的组合.
主要成果:
- 新的PARNI建议有效地直接从边缘后部分布中取样模型.
- 建议的边际概率估计方法是准确和有效的.
- 适应性调方法提高了PARNI提案的性能.
- 数字结果表明,与添加-删除-交换提案相比,PARNI的效率更高.
结论:
- 开发的PARNI提案为在通用线性和生存模型中高维贝叶斯变量选择提供了一个有效的解决方案.
- 新的边际概率估计和参数调整方法提高了计算效率和准确性.
- 该方法具有显著的前景,通过模拟和现实世界遗传映射数据分析得到验证.
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