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 …
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
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 …
that it provides a simple and efficient approach to fine-mapping genetic variants from …
Health effects of air pollution: a statistical review
We critically review and compare epidemiological designs and statistical approaches to
estimate associations between air pollution and health. More specifically, we aim to address …
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
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 …
particular focus on quantifying uncertainty in which variables should be selected. The …
Inferring causal impact using Bayesian structural time-series models
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 …
designed market intervention has exerted on an outcome metric over time. This paper …
Polygenic modeling with Bayesian sparse linear mixed models
Both linear mixed models (LMMs) and sparse regression models are widely used in
genetics applications, including, recently, polygenic modeling in genome-wide association …
genetics applications, including, recently, polygenic modeling in genome-wide association …
Bayesian phylogeography finds its roots
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 …
has been frequently interpreted in the light of their genetic histories. Unfortunately, inference …
Predicting the present with Bayesian structural time series
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 …
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 …
manual for the applied researcher who wants to perform data analysis using linear and …
[图书][B] Bayesian data analysis
Bayesian Data Analysis describes how to conceptualize, perform, and critique statistical
analyses from a Bayesian perspective. Using examples largely from the authors' own …
analyses from a Bayesian perspective. Using examples largely from the authors' own …