Bayesian Analysis

A stochastic partitioning method to associate high-dimensional responses and covariates

Stefano Monni and Mahlet G. Tadesse

Full-text: Open access

Abstract

We consider the problem of variable selection in data sets with many response variables and many covariates. A method is proposed that allows some covariates to affect some response variables and not others, and that clusters responses which have similar dependence on the same set of covariates. A Markov chain Monte Carlo procedure is employed to sample from the space of pairwise partitions of covariates and outcomes, where a pair consists of a subset of all outcomes and their associated covariates. We assess the performance of the method on simulated data and apply it to genomic data.

Article information

Source
Bayesian Anal., Volume 4, Number 3 (2009), 413-436.

Dates
First available in Project Euclid: 22 June 2012

Permanent link to this document
https://projecteuclid.org/euclid.ba/1340369845

Digital Object Identifier
doi:10.1214/09-BA416

Mathematical Reviews number (MathSciNet)
MR2545166

Zentralblatt MATH identifier
1330.62036

Keywords
multivariate model selection mixture model Markov chain Monte Carlo parallel tempering CGH analysis

Citation

Monni, Stefano; Tadesse, Mahlet G. A stochastic partitioning method to associate high-dimensional responses and covariates. Bayesian Anal. 4 (2009), no. 3, 413--436. doi:10.1214/09-BA416. https://projecteuclid.org/euclid.ba/1340369845


Export citation

See also

  • Related item: Hugh Chipman, Edward George, Robert McCulloch. Comments on article by Monni and Tadesse. Bayesian Anal., Vol. 4, Iss. 3(2009), 437-438.
  • Related item: Chris Fraley. Comments on article by Monni and Tadesse. Bayesian Anal., Vol. 4, Iss. 3 (2009), 439-447.
  • Related item: Hongzhe Li. Comments on article by Monni and Tadesse. Bayesian Anal., Vol. 4, Iss. 3 (2009), 449-452.
  • Related item: Hal Stern. Comments on article by Monni and Tadesse. Bayesian Anal., Vol. 4, Iss. 3 (2009), 453-456.
  • Related item: Stefano Monni, Mahlet G. Tadesse. Rejoinder. Bayesian Anal., Vol. 4, Iss. 3 (2009), 457-464.