Forecasting with many predictors

JH Stock, MW Watson - Handbook of economic forecasting, 2006 - Elsevier
Historically, time series forecasts of economic variables have used only a handful of
predictor variables, while forecasts based on a large number of predictors have been the …

Fine-mapping from summary data with the “Sum of Single Effects” model

Y Zou, P Carbonetto, G Wang, M Stephens - PLoS genetics, 2022 - journals.plos.org
In recent work, Wang et al introduced the “Sum of Single Effects”(SuSiE) model, and showed
that it provides a simple and efficient approach to fine-mapping genetic variants from …

Health effects of air pollution: a statistical review

F Dominici, L Sheppard, M Clyde - International Statistical …, 2003 - Wiley Online Library
We critically review and compare epidemiological designs and statistical approaches to
estimate associations between air pollution and health. More specifically, we aim to address …

A simple new approach to variable selection in regression, with application to genetic fine mapping

G Wang, A Sarkar, P Carbonetto… - Journal of the Royal …, 2020 - academic.oup.com
We introduce a simple new approach to variable selection in linear regression, with a
particular focus on quantifying uncertainty in which variables should be selected. The …

Inferring causal impact using Bayesian structural time-series models

KH Brodersen, F Gallusser, J Koehler, N Remy… - 2015 - projecteuclid.org
An important problem in econometrics and marketing is to infer the causal impact that a
designed market intervention has exerted on an outcome metric over time. This paper …

Polygenic modeling with Bayesian sparse linear mixed models

X Zhou, P Carbonetto, M Stephens - PLoS genetics, 2013 - journals.plos.org
Both linear mixed models (LMMs) and sparse regression models are widely used in
genetics applications, including, recently, polygenic modeling in genome-wide association …

Bayesian phylogeography finds its roots

P Lemey, A Rambaut, AJ Drummond… - PLoS computational …, 2009 - journals.plos.org
As a key factor in endemic and epidemic dynamics, the geographical distribution of viruses
has been frequently interpreted in the light of their genetic histories. Unfortunately, inference …

Predicting the present with Bayesian structural time series

SL Scott, HR Varian - International Journal of Mathematical …, 2014 - inderscienceonline.com
This article describes a system for short term forecasting based on an ensemble prediction
that averages over different combinations of predictors. The system combines a structural …

[引用][C] Data analysis using regression and multilevel/hierarchical models

A Gelman - 2007 - books.google.com
Data Analysis Using Regression and Multilevel/Hierarchical Models is a comprehensive
manual for the applied researcher who wants to perform data analysis using linear and …

[图书][B] Bayesian data analysis

A Gelman, JB Carlin, HS Stern, DB Rubin - 1995 - taylorfrancis.com
Bayesian Data Analysis describes how to conceptualize, perform, and critique statistical
analyses from a Bayesian perspective. Using examples largely from the authors' own …