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Activity Number: 312 - Bayesian Variable Selection: When Horseshoe Meets Nonlocal
Type: Topic Contributed
Date/Time: Wednesday, August 5, 2020 : 10:00 AM to 11:50 AM
Sponsor: Section on Bayesian Statistical Science
Abstract #311056
Title: Bayesian Semiparametric Regression Model Selection with Correlated Errors
Author(s): Xueying Tang* and Hunter Merrill and Nikolay Bliznyuk
Companies: and University of Flordia and University of Florida
Keywords: semiparametric regression; variable selection; correlated errors
Abstract:

Understanding the factors influencing urban water use is critical for meeting demand and conserving resources. To analyze the relationships between urban household-level water demand and potential drivers, we develop a method for Bayesian variable selection in partially linear additive regression models, particularly suited for high-dimensional spatio-temporally dependent data. Our approach combines a spike-and-slab prior distribution with a modified version of the Bayesian group lasso to simultaneously perform a selection of null, linear, and nonlinear models and to penalize regression splines to prevent overfitting. We investigate the effectiveness of the proposed method through a simulation study and provide comparisons with existing methods. We illustrate the methodology on a case study to estimate and quantify the uncertainty of the associations between several environmental and demographic predictors and spatio-temporally varying household-level urban water demand in Tampa, FL.


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