Paper Abstract and Keywords |
Presentation |
2012-11-08 15:00
An Efficient Sampling Algorithm for Bayesian Variable Selection Takamitsu Araki, Kazushi Ikeda (NAIST) IBISML2012-75 |
Abstract |
(in Japanese) |
(See Japanese page) |
(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) |
(in English) |
Gibbs Variable Selection / Adaptive Markov Chain Monte Carlo / Bayesian Logistic Regression Model / / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 112, no. 279, IBISML2012-75, pp. 291-295, Nov. 2012. |
Paper # |
IBISML2012-75 |
Date of Issue |
2012-10-31 (IBISML) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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IBISML2012-75 |
Conference Information |
Committee |
IBISML |
Conference Date |
2012-11-07 - 2012-11-09 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Bunkyo School Building, Tokyo Campus, Tsukuba Univ. |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
the 15th Information-Based Induction Sciences Workshop |
Paper Information |
Registration To |
IBISML |
Conference Code |
2012-11-IBISML |
Language |
English (Japanese title is available) |
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) |
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Gibbs Variable Selection |
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Adaptive Markov Chain Monte Carlo |
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Bayesian Logistic Regression Model |
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1st Author's Name |
Takamitsu Araki |
1st Author's Affiliation |
Nara Institute of Science and Technology (NAIST) |
2nd Author's Name |
Kazushi Ikeda |
2nd Author's Affiliation |
Nara Institute of Science and Technology (NAIST) |
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Speaker |
Author-1 |
Date Time |
2012-11-08 15:00:00 |
Presentation Time |
150 minutes |
Registration for |
IBISML |
Paper # |
IBISML2012-75 |
Volume (vol) |
vol.112 |
Number (no) |
no.279 |
Page |
pp.291-295 |
#Pages |
5 |
Date of Issue |
2012-10-31 (IBISML) |
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