Cristin-resultat-ID: 1971513
Sist endret: 22. desember 2021, 14:14
Resultat
Vitenskapelig foredrag
2021

Reversible Genetically Modified MCMCs

Bidragsytere:
  • Aliaksandr Hubin
  • Florian Frommlet og
  • Geir Olve Storvik

Presentasjon

Navn på arrangementet: 22nd European Young Statisticians Meeting
Sted: Athens, Greece, Online
Dato fra: 6. september 2021
Dato til: 10. september 2021

Arrangør:

Arrangørnavn: Bernoulli sosciety

Om resultatet

Vitenskapelig foredrag
Publiseringsår: 2021

Beskrivelse Beskrivelse

Tittel

Reversible Genetically Modified MCMCs

Sammendrag

In this work, we introduce a reversible version of a genetically modified Markov chain Monte Carlo algorithm (GMJMCMC) for inference on posterior model probabilities in complex functional spaces, where the number of explanatory variables or functions of explanatory variables is prohibitively large for simple Markov Chain Monte Carlo methods. A genetically modified Markov chain Monte Carlo algorithm (GMJMCMC) was introduced in [5, 4, 2] for Bayesian model selection/averaging problems when the total number of function of covariates is prohibitively large. More specifically, these applications include GWAS studies with Bayesian generalized linear models [2] as well as Bayesian logic regressions [5] and Bayesian generalized nonlinear models [4]. If its regularity conditions are met, GMJMCMC algorithm can asymptotically explore all models in the defined model spaces. At the same time, GMJMCMC is not a proper MCMC in a sense that its limiting distribution does not correspond to marginal posterior model probabilities and thus only renormalized estimates of these probabilities [3, 1] can be obtained. Unlike the standard GMJMCMC algorithm, the introduced algorithm is a proper MCMC and its limiting distribution corresponds to posterior marginal model probabilities in the explored model spaces under reasonable regularity conditions.

Bidragsytere

Aliaksandr Hubin

  • Tilknyttet:
    Forfatter
    ved Statistikk og Data Science ved Universitetet i Oslo

Florian Frommlet

  • Tilknyttet:
    Forfatter
Aktiv cristin-person

Geir Olve Storvik

  • Tilknyttet:
    Forfatter
    ved Statistikk og Data Science ved Universitetet i Oslo
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