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Activity Number: 355 - Contributed Poster Presentations: Section on Bayesian Statistical Science
Type: Contributed
Date/Time: Tuesday, August 1, 2017 : 10:30 AM to 12:20 PM
Sponsor: Section on Bayesian Statistical Science
Abstract #323863
Title: A Revisit to Nonlocal Method in High-Dimensional Subset Modeling
Author(s): Ho-Hsiang Wu* and Yuanyuan Bian
Companies: National Cancer Institute, NIH and University of Missouri
Keywords: Nonlocal prior ; high-dimensional data ; Bayesian variable selection
Abstract:

In the context of high dimensional subset modeling, the nonlocal method has recently received great attention and has been proven consistent under mild conditions. However, setting hyper parameter values remains a taunting task. We revisit the problem with a new class of nonlocal prior and demonstrate its potential advantages including robustness to hyper parameter settings and the ability in detecting small decreasing signal.


Authors who are presenting talks have a * after their name.

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