TY - GEN
T1 - Variable Fusion for Bayesian Linear Regression via Spike-and-slab Priors
AU - Wu, Shengyi
AU - Shimamura, Kaito
AU - Yoshikawa, Kohei
AU - Murayama, Kazuaki
AU - Kawano, Shuichi
N1 - Publisher Copyright:
© 2021, The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
PY - 2021
Y1 - 2021
N2 - In linear regression models, fusion of coefficients is used to identify predictors having similar relationships with a response. This is called variable fusion. This paper presents a novel variable fusion method in terms of Bayesian linear regression models. We focus on hierarchical Bayesian models based on a spike-and-slab prior approach. A spike-and-slab prior is tailored to perform variable fusion. To obtain estimates of the parameters, we develop a Gibbs sampler for the parameters. Simulation studies and a real data analysis show that our proposed method achieves better performance than previous methods.
AB - In linear regression models, fusion of coefficients is used to identify predictors having similar relationships with a response. This is called variable fusion. This paper presents a novel variable fusion method in terms of Bayesian linear regression models. We focus on hierarchical Bayesian models based on a spike-and-slab prior approach. A spike-and-slab prior is tailored to perform variable fusion. To obtain estimates of the parameters, we develop a Gibbs sampler for the parameters. Simulation studies and a real data analysis show that our proposed method achieves better performance than previous methods.
UR - http://www.scopus.com/inward/record.url?scp=85112035039&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85112035039&partnerID=8YFLogxK
U2 - 10.1007/978-981-16-2765-1_41
DO - 10.1007/978-981-16-2765-1_41
M3 - Conference contribution
AN - SCOPUS:85112035039
SN - 9789811627644
T3 - Smart Innovation, Systems and Technologies
SP - 491
EP - 501
BT - Intelligent Decision Technologies - Proceedings of the 13th KES-IDT 2021 Conference
A2 - Czarnowski, Ireneusz
A2 - Howlett, Robert J.
A2 - Jain, Lakhmi C.
PB - Springer Science and Business Media Deutschland GmbH
T2 - 13th International KES Conference on Intelligent Decision Technologies, KES-IDT 2021
Y2 - 14 June 2021 through 16 June 2021
ER -