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• W3044339967 abstract "High-dimensional variable selection is an important research topic in modern statistics. While methods using nonlocal priors have been thoroughly studied for variable selection in linear regression, the crucial high-dimensional model selection properties for nonlocal priors in generalized linear models have not been investigated. In this paper, we consider a hierarchical generalized linear regression model with the product moment nonlocal prior over coefficients and examine its properties. Under standard regularity assumptions, we establish strong model selection consistency in a high-dimensional setting, where the number of covariates is allowed to increase at a sub-exponential rate with the sample size. The Laplace approximation is implemented for computing the posterior probabilities and the shotgun stochastic search procedure is suggested for exploring the posterior space. The proposed method is validated through simulation studies and illustrated by a real data example on functional activity analysis in fMRI study for predicting Parkinson’s disease." @default.
• W3044339967 created "2020-07-29" @default.
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• W3044339967 date "2020-07-23" @default.
• W3044339967 modified "2023-10-16" @default.
• W3044339967 title "Variable Selection Using Nonlocal Priors in High-Dimensional Generalized Linear Models With Application to fMRI Data Analysis" @default.
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• W3044339967 doi "https://doi.org/10.3390/e22080807" @default.
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