Finite Adaptation and Multistep Moves in the Metropolis-Hastings Algorithm for Variable Selection in Genome-Wide Association Analysis
Author
Abstract
Suggested Citation
DOI: 10.1371/journal.pone.0049445
Download full text from publisher
References listed on IDEAS
- Antonietta Mira, 2001. "On Metropolis-Hastings algorithms with delayed rejection," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 231-241.
- David J. Nott & Robert Kohn, 2005. "Adaptive sampling for Bayesian variable selection," Biometrika, Biometrika Trust, vol. 92(4), pages 747-763, December.
- Clive J Hoggart & John C Whittaker & Maria De Iorio & David J Balding, 2008. "Simultaneous Analysis of All SNPs in Genome-Wide and Re-Sequencing Association Studies," PLOS Genetics, Public Library of Science, vol. 4(7), pages 1-8, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Dimitris Korobilis & Kenichi Shimizu, 2022.
"Bayesian Approaches to Shrinkage and Sparse Estimation,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
- Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
- Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
- Michalis K. Titsias & Christopher Yau, 2017. "The Hamming Ball Sampler," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1598-1611, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Frommlet, Florian & Ruhaltinger, Felix & Twaróg, Piotr & Bogdan, Małgorzata, 2012. "Modified versions of Bayesian Information Criterion for genome-wide association studies," Computational Statistics & Data Analysis, Elsevier, vol. 56(5), pages 1038-1051.
- Li, Feng & Kang, Yanfei, 2018. "Improving forecasting performance using covariate-dependent copula models," International Journal of Forecasting, Elsevier, vol. 34(3), pages 456-476.
- Ahmed Ismaïl & Hartikainen Anna-Liisa & Järvelin Marjo-Riitta & Richardson Sylvia, 2011. "False Discovery Rate Estimation for Stability Selection: Application to Genome-Wide Association Studies," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-20, November.
- Szefer Elena & Lu Donghuan & Nathoo Farouk & Beg Mirza Faisal & Graham Jinko, 2017. "Multivariate association between single-nucleotide polymorphisms in Alzgene linkage regions and structural changes in the brain: discovery, refinement and validation," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 16(5-6), pages 367-386, December.
- Ley, Eduardo & Steel, Mark F.J., 2012.
"Mixtures of g-priors for Bayesian model averaging with economic applications,"
Journal of Econometrics, Elsevier, vol. 171(2), pages 251-266.
- Ley, Eduardo & Steel, Mark F. J., 2010. "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper 26941, University Library of Munich, Germany.
- Ley, Eduardo & Steel, Mark F.J., 2011. "Mixtures of g-priors for bayesian model averaging with economic applications," DES - Working Papers. Statistics and Econometrics. WS ws112116, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Ley, Eduardo & Steel, Mark F. J., 2011. "Mixtures of g-priors for Bayesian model averaging with economic applications," MPRA Paper 36817, University Library of Munich, Germany.
- Ley, Eduardo & Steel, Mark F.J., 2011. "Mixtures of g-priors for Bayesian Model Averaging with economic application," Policy Research Working Paper Series 5732, The World Bank.
- Ley, Eduardo & Steel, Mark F. J., 2007.
"On the effect of prior assumptions in Bayesian model averaging with applications to growth regression,"
Policy Research Working Paper Series
4238, The World Bank.
- Ley, Eduardo & Steel, Mark F.J., 2008. "On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression," MPRA Paper 6773, University Library of Munich, Germany, revised 06 Jan 2008.
- Pasanisi, Alberto & Fu, Shuai & Bousquet, Nicolas, 2012. "Estimating discrete Markov models from various incomplete data schemes," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2609-2625.
- Gael M. Martin & David T. Frazier & Christian P. Robert, 2020. "Computing Bayes: Bayesian Computation from 1763 to the 21st Century," Monash Econometrics and Business Statistics Working Papers 14/20, Monash University, Department of Econometrics and Business Statistics.
- Manabu Asai & Michael McAleer, 2022.
"Bayesian Analysis of Realized Matrix-Exponential GARCH Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 103-123, January.
- Asai, M. & McAleer, M.J., 2018. "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Econometric Institute Research Papers 2018-005/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Manabu Asai & Michael McAleer, 2018. "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Tinbergen Institute Discussion Papers 18-005/III, Tinbergen Institute.
- Manabu Asai & Michael McAleer, 2018. "Bayesian analysis of realized matrix-exponential GARCH models," Documentos de Trabajo del ICAE 2018-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2009. "Regression density estimation using smooth adaptive Gaussian mixtures," Journal of Econometrics, Elsevier, vol. 153(2), pages 155-173, December.
- Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
- Mark F. J. Steel, 2020.
"Model Averaging and Its Use in Economics,"
Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
- Lee Anthony & Caron Francois & Doucet Arnaud & Holmes Chris, 2012. "Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(2), pages 1-31, January.
- Ishihara, Tsunehiro & Omori, Yasuhiro & Asai, Manabu, 2016.
"Matrix exponential stochastic volatility with cross leverage,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 331-350.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2011. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-812, CIRJE, Faculty of Economics, University of Tokyo.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2014. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-938, CIRJE, Faculty of Economics, University of Tokyo.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2013. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-904, CIRJE, Faculty of Economics, University of Tokyo.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2014. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-932, CIRJE, Faculty of Economics, University of Tokyo.
- Zhang, Xibin & King, Maxwell L. & Shang, Han Lin, 2014.
"A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density,"
Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 218-234.
- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Monash Econometrics and Business Statistics Working Papers 20/13, Monash University, Department of Econometrics and Business Statistics.
- Hai-Yan Lü & Xiao-Fen Liu & Shi-Ping Wei & Yuan-Ming Zhang, 2011. "Epistatic Association Mapping in Homozygous Crop Cultivars," PLOS ONE, Public Library of Science, vol. 6(3), pages 1-10, March.
- Villani, Mattias & Kohn, Robert & Nott, David J., 2012. "Generalized smooth finite mixtures," Journal of Econometrics, Elsevier, vol. 171(2), pages 121-133.
- Luca Martino & Jesse Read, 2013. "On the flexibility of the design of multiple try Metropolis schemes," Computational Statistics, Springer, vol. 28(6), pages 2797-2823, December.
- Claude Renaux & Laura Buzdugan & Markus Kalisch & Peter Bühlmann, 2020. "Hierarchical inference for genome-wide association studies: a view on methodology with software," Computational Statistics, Springer, vol. 35(1), pages 1-40, March.
- Giordani, Paolo & Kohn, Robert, 2008.
"Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 66-77, January.
- Giordani, Paolo & Kohn, Robert, 2006. "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series 196, Sveriges Riksbank (Central Bank of Sweden).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0049445. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.