作者
Changgee Chang, Suprateek Kundu, Qi Long
发表日期
2018/12
期刊
Biometrics
卷号
74
期号
4
页码范围
1372-1382
出版商
Oxford University Press
简介
Variable selection for structured covariates lying on an underlying known graph is a problem motivated by practical applications, and has been a topic of increasing interest. However, most of the existing methods may not be scalable to high-dimensional settings involving tens of thousands of variables lying on known pathways such as the case in genomics studies. We propose an adaptive Bayesian shrinkage approach which incorporates prior network information by smoothing the shrinkage parameters for connected variables in the graph, so that the corresponding coefficients have a similar degree of shrinkage. We fit our model via a computationally efficient expectation maximization algorithm which scalable to high-dimensional settings (). Theoretical properties for fixed as well as increasing dimensions are established, even when the number of variables increases faster than the sample size. We demonstrate …
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