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ABSTRACT:
SUBMITTER: He J
PROVIDER: S-EPMC9426412 | biostudies-literature | 2022 Oct
REPOSITORIES: biostudies-literature
Statistica Sinica 20221001 4
Variable screening is a powerful and efficient tool for dimension reduction under ultrahigh dimensional settings. However, most existing methods overlook useful prior knowledge in specific applications. In this work, from a Bayesian modeling perspective, we develop a unified variable screening procedure for the linear regression model. We discuss different constructions of posterior mean screening (PMS) statistics to incorporate different types of prior knowledge according to specific applicatio ...[more]