Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Model Based Screening Embedded Bayesian Variable Selection for
  Ultra-high Dimensional Settings   We develop a Bayesian variable selection method, called SVEN, based on a
hierarchical Gaussian linear model with priors placed on the regression
coefficients as well as on the model space. Sparsity is achieved by using
degenerate spike priors on inactive variables, whereas Gaussian slab priors are
placed on the coefficients for the important predictors making the posterior
probability of a model available in explicit form (up to a normalizing
constant). The strong model selection consistency is shown to be attained when
the number of predictors grows nearly exponentially with the sample size and
even when the norm of mean effects solely due to the unimportant variables
diverge, which is a novel attractive feature. An appealing byproduct of SVEN is
the construction of novel model weight adjusted prediction intervals. Embedding
a unique model based screening and using fast Cholesky updates, SVEN produces a
highly scalable computational framework to explore gigantic model spaces,
rapidly identify the regions of high posterior probabilities and make fast
inference and prediction. A temperature schedule guided by our model selection
consistency derivations is used to further mitigate multimodal posterior
distributions. The performance of SVEN is demonstrated through a number of
simulation experiments and a real data example from a genome wide association
study with over half a million markers.

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The categories of this paper are: cond-mat
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The categories of this paper are: eess
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The categories of this paper are: math-ph
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The categories of this paper are: bayes-an
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The categories of this paper are: quant-ph
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The categories of this paper are: solv-int
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The categories of this paper are: funct-an
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The categories of this paper are: econ
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The categories of this paper are: q-bio
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The categories of this paper are: chem-ph
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The categories of this paper are: q-alg
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The categories of this paper are: acc-phys
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The categories of this paper are: astro-ph
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The categories of this paper are: physics
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The categories of this paper are: gr-qc
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The categories of this paper are: hep-ex