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ESS++: a C++ objected-oriented algorithm for Bayesian stochastic search model exploration.


ABSTRACT: ESS++ is a C++ implementation of a fully Bayesian variable selection approach for single and multiple response linear regression. ESS++ works well both when the number of observations is larger than the number of predictors and in the 'large p, small n' case. In the current version, ESS++ can handle several hundred observations, thousands of predictors and a few responses simultaneously. The core engine of ESS++ for the selection of relevant predictors is based on Evolutionary Monte Carlo. Our implementation is open source, allowing community-based alterations and improvements.C++ source code and documentation including compilation instructions are available under GNU licence at http://bgx.org.uk/software/ESS.html.

SUBMITTER: Bottolo L 

PROVIDER: S-EPMC3035799 | biostudies-other | 2011 Feb

REPOSITORIES: biostudies-other

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ESS++: a C++ objected-oriented algorithm for Bayesian stochastic search model exploration.

Bottolo Leonardo L   Chadeau-Hyam Marc M   Hastie David I DI   Langley Sarah R SR   Petretto Enrico E   Tiret Laurence L   Tregouet David D   Richardson Sylvia S  

Bioinformatics (Oxford, England) 20110113 4


<h4>Summary</h4>ESS++ is a C++ implementation of a fully Bayesian variable selection approach for single and multiple response linear regression. ESS++ works well both when the number of observations is larger than the number of predictors and in the 'large p, small n' case. In the current version, ESS++ can handle several hundred observations, thousands of predictors and a few responses simultaneously. The core engine of ESS++ for the selection of relevant predictors is based on Evolutionary Mo  ...[more]

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