• The Korean Journal of Applied Statistics
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• v.35 no.2
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• pp.285-298
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• 2022

Continuous shrinkage priors, as well as spike and slab priors, have been widely employed for Bayesian inference about sparse regression coefficient vectors or covariance matrices. Continuous shrinkage priors provide computational advantages over spike and slab priors since their model space is substantially smaller. This is especially true in high-dimensional settings. However, variable selection based on continuous shrinkage priors is not straightforward because they do not give exactly zero values. Although few variable selection approaches based on continuous shrinkage priors have been proposed, no substantial comparative investigations of their performance have been conducted. In this paper, We compare two variable selection methods: a credible interval method and the sequential 2-means algorithm (Li and Pati, 2017). Various simulation scenarios are used to demonstrate the practical performances of the methods. We conclude the paper by presenting some observations and conjectures based on the simulation findings.

• The Korean Journal of Applied Statistics
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• v.34 no.3
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• pp.491-505
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• 2021

We consider linear regression models in high-dimensional settings (p ≫ n) and compare various classes of priors. The spike and slab prior is one of the most widely used priors for Bayesian regression models, but its model space is vast, resulting in a bad performance in finite samples. As an alternative, various continuous shrinkage priors, including the horseshoe prior and its variants, have been proposed. Although each of the above priors has been investigated separately, exhaustive comparative studies of their performance have been conducted very rarely. In this study, we compare the spike and slab prior, the horseshoe prior and its variants in various simulation settings. The performance of each method is demonstrated in terms of the regression coefficient estimation and variable selection. Finally, some remarks and suggestions are given based on comprehensive simulation studies.

• 한국데이터정보과학회:학술대회논문집
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• 2005.04a
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• pp.83-126
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• 2005

Single-index models have found applications in econometrics and biometrics, where multidimensional regression models are often encountered. Here we propose a nonparametric estimation approach that combines wavelet methods for non-equispaced designs with Bayesian models. We consider a wavelet series expansion of the unknown regression function and set prior distributions for the wavelet coefficients and the other model parameters. To ensure model identifiability, the direction parameter is represented via its polar coordinates. We employ ad hoc hierarchical mixture priors that perform shrinkage on wavelet coefficients and use Markov chain Monte Carlo methods for a posteriori inference. We investigate an independence-type Metropolis-Hastings algorithm to produce samples for the direction parameter. Our method leads to simultaneous estimates of the link function and of the index parameters. We present results on both simulated and real data, where we look at comparisons with other methods.

• Communications for Statistical Applications and Methods
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• v.29 no.2
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• pp.203-223
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• 2022

We propose a Bayesian approach to cumulative logistic regression model for the ordinal response based on the orthogonal principal components via singular value decomposition considering the multicollinearity among predictors. The advantage of the suggested method is considering dimension reduction and parameter estimation simultaneously. To evaluate the performance of the proposed model we conduct a simulation study with considering a high-dimensional and highly correlated explanatory matrix. Also, we fit the suggested method to a real data concerning sprout- and scab-damaged kernels of wheat and compare it to EM based proportional-odds logistic regression model. Compared to EM based methods, we argue that the proposed model works better for the highly correlated high-dimensional data with providing parameter estimates and provides good predictions.

• Genomics & Informatics
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• v.21 no.3
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• pp.28.1-28.13
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• 2023

Mild cognitive impairment (MCI) is a clinical syndrome characterized by the onset and evolution of cognitive impairments, often considered a transitional stage to Alzheimer's disease (AD). The genetic traits of MCI patients who experience a rapid progression to AD can enhance early diagnosis capabilities and facilitate drug discovery for AD. While a genome-wide association study (GWAS) is a standard tool for identifying single nucleotide polymorphisms (SNPs) related to a disease, it fails to detect SNPs with small effect sizes due to stringent control for multiple testing. Additionally, the method does not consider the group structures of SNPs, such as genes or linkage disequilibrium blocks, which can provide valuable insights into the genetic architecture. To address the limitations, we propose a Bayesian bi-level variable selection method that detects SNPs associated with time of conversion from MCI to AD. Our approach integrates group inclusion indicators into an accelerated failure time model to identify important SNP groups. Additionally, we employ data augmentation techniques to impute censored time values using a predictive posterior. We adapt Dirichlet-Laplace shrinkage priors to incorporate the group structure for SNP-level variable selection. In the simulation study, our method outperformed other competing methods regarding variable selection. The analysis of Alzheimer's Disease Neuroimaging Initiative (ADNI) data revealed several genes directly or indirectly related to AD, whereas a classical GWAS did not identify any significant SNPs.