A Comparison of Bayesian Multivariate Versus Univariate Normal Regression Models for Prediction-Reference-Cited by-同舟云学术

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A Comparison of Bayesian Multivariate Versus Univariate Normal Regression Models for Prediction

Published:2022-07-19 Issue: Volume: Page:1-9
ISSN:0003-1305
Container-title:The American Statistician
language:en
Short-container-title:The American Statistician

Author:

Li Xun¹,Ghosh Joyee²,Villarini Gabriele³

Affiliation:

1. Discover Financial Services, Riverwoods, IL

2. Department of Statistics and Actuarial Science, The University of Iowa, Iowa City, IA

3. IIHR-Hydroscience & Engineering, 107C C. Maxwell Stanley Hydraulics Laboratory, The University of Iowa, Iowa City, IA

Funder

The University of Iowa, Iowa City, Iowa

NSF DMS

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00031305.2022.2087735

Reference19 articles.

1. High-dimensional multivariate posterior consistency under global–local shrinkage priors

2. A computationally efficient Bayesian seemingly unrelated regressions model for high‐dimensional quantitative trait loci discovery

3. Predicting Multivariate Responses in Multiple Linear Regression

4. The choice of variables in multivariate regression: a non-conjugate Bayesian decision theory approach

5. Multivariate Bayesian variable selection and prediction

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2. Improving Individualized Treatment Decisions: A Bayesian Multivariate Hierarchical Model for Developing a Treatment Benefit Index using Mixed Types of Outcomes;2023-11-18

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