Data integrative Bayesian inference for mixtures of regression models

Mehran Aflakparast and Mathisca de Gunst

Journal of the Royal Statistical Society Series C, 2019, vol. 68, issue 4, 941-962

Abstract: Modern data collection techniques, which often produce different types of relevant information, call for new statistical learning methods that are adapted to cope with data integration. In the paper Bayesian inference is considered for mixtures of regression models with an unknown number of components, that facilitates data integration and variable selection for high dimensional data. In the approach presented, named data integrative mixture of regressions, data integration is accomplished by introducing a new data allocation scheme that summarizes additional data in the form of an informative prior on latent variables. To cope with high dimensionality, a shrinkage‐type prior is assumed on the regression parameters, and a posteriori variable selection is conducted based on Bayesian credible intervals. Posterior estimation is achieved via a Markov chain Monte Carlo algorithm. The method is validated through simulation studies and illustrated by its performance on real data.

Date: 2019
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1111/rssc.12346

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:68:y:2019:i:4:p:941-962

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9876

Access Statistics for this article

Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith

More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().