Bayesian variable selection has experienced substantial developments over the past 30 years with the proliferation of large data sets. Identifying relevant variables to include in a model allows simpler interpretation, avoids overfitting and multicollinearity, and can provide insights into the mechanisms underlying an observed phenomenon. Variable selection is especially important when the number of potential predictors is substantially larger than the sample size and sparsity can reasonably be assumed.

The Handbook of Bayesian Variable Selection provides a comprehensive review of theoretical, methodological and computational aspects of Bayesian methods for variable selection. The topics covered include spike-and-slab priors, continuous shrinkage priors, Bayes factors, Bayesian model averaging, partitioning methods, as well as variable selection in decision trees and edge selection in graphical models. The handbook targets graduate students and established researchers who seek to understand the latest developments in the field. It also provides a valuable reference for all interested in applying existing methods and/or pursuing methodological extensions.

Features:

Provides a comprehensive review of methods and applications of Bayesian variable selection.
Divided into four parts: Spike-and-Slab Priors; Continuous Shrinkage Priors; Extensions to various Modeling; Other Approaches to Bayesian Variable Selection.
Covers theoretical and methodological aspects, as well as worked out examples with R code provided in the online supplement.
Includes contributions by experts in the field.
Supported by a website with code, data, and other supplementary material

About the Author

Mahlet Tadesse is Professor and Chair in the Department of Mathematics and Statistics at Georgetown University, USA. Her research over the past two decades has focused on Bayesian modeling for high-dimensional data with an emphasis on variable selection methods and mixture models. She also works on various interdisciplinary projects in genomics and public health. She is a recipient of the Myrto Lefkopoulou Distinguished Lectureship award, an elected member of the International Statistical Institute and an elected fellow of the American Statistical Association.

Marina Vannucci is Noah Harding Professor of Statistics at Rice University, USA. Her research over the past 25 years has focused on the development of methodologies for Bayesian variable selection in linear settings, mixture models and graphical models, and on related computational algorithms. She also has a solid history of scientific collaborations and is particularly interested in applications of Bayesian inference to genomics and neuroscience. She has received an NSF CAREER award and the Mitchell prize by ISBA for her research, and the Zellner Medal by ISBA for exceptional service over an extended period of time with long-lasting impact. She is an elected Member of ISI and RSS and an elected fellow of ASA, IMS, AAAS and ISBA.

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