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