Sélection bayésienne de variables en régression linéaire
Journal de la Société française de statistique, Tome 147 (2006) no. 1, pp. 59-79. 
@article{JSFS_2006__147_1_59_0,
     author = {Celeux, Gilles and Marin, Jean-Michel and Robert, Christian},
     title = {S\'election bay\'esienne de variables en r\'egression lin\'eaire},
     journal = {Journal de la Soci\'et\'e fran\c{c}aise de statistique},
     pages = {59--79},
     publisher = {Soci\'et\'e fran\c{c}aise de statistique},
     volume = {147},
     number = {1},
     year = {2006},
     language = {fr},
     url = {http://archive.numdam.org/item/JSFS_2006__147_1_59_0/}
}
TY  - JOUR
AU  - Celeux, Gilles
AU  - Marin, Jean-Michel
AU  - Robert, Christian
TI  - Sélection bayésienne de variables en régression linéaire
JO  - Journal de la Société française de statistique
PY  - 2006
SP  - 59
EP  - 79
VL  - 147
IS  - 1
PB  - Société française de statistique
UR  - http://archive.numdam.org/item/JSFS_2006__147_1_59_0/
LA  - fr
ID  - JSFS_2006__147_1_59_0
ER  - 
%0 Journal Article
%A Celeux, Gilles
%A Marin, Jean-Michel
%A Robert, Christian
%T Sélection bayésienne de variables en régression linéaire
%J Journal de la Société française de statistique
%D 2006
%P 59-79
%V 147
%N 1
%I Société française de statistique
%U http://archive.numdam.org/item/JSFS_2006__147_1_59_0/
%G fr
%F JSFS_2006__147_1_59_0
Celeux, Gilles; Marin, Jean-Michel; Robert, Christian. Sélection bayésienne de variables en régression linéaire. Journal de la Société française de statistique, Tome 147 (2006) no. 1, pp. 59-79. http://archive.numdam.org/item/JSFS_2006__147_1_59_0/

Breiman L. et Friedman J.(1985). Estimating optimal transformations for multiple regression and correlation. J. American Statist. Assoc., pages 580-598. | MR | Zbl

Brown P., Vannucci M. et Fearn T.(1998). Multivariate Bayesian variable selection and prediction. J. Royal Statist. Soc. Series B, pages 627-641. | MR | Zbl

Burnham K. et Anderson D.(2002). Model selection and multi-model inference. Springer-Verlag. | MR

Casella G. et Moreno E.(2004). Objective Bayesian Variable Selection. Rapport technique, University of Florida.

Chipman H.(1996). Bayesian Variable Selection with Related Predictors. Canadian Journal of Statistics, 1 :17-36. | MR | Zbl

Dawid A. et Lauritzen S.(2000). Compatible prior distribution. In Bayesian Methods with Application to Science Policy and Offcial Statistics. The sixth world meeting of the ISBA, pages 109-118.

George E.(2000). The Variable Selection Problem. J. American Statist. Assoc., 95 :1304-1308. | MR | Zbl

George E. et Mcculloch R.(1993). Variable Selection Via Gibbbs Sampling. J. American Statist. Assoc., 88 :881-889.

George E. et Mcculloch R.(1997). Approaches to Bayesian Variable selection. Statistica Sinica, 7 :339-373. | Zbl

Geweke J.(1994). Variable Selection and Model Comparison in Regression. Rapport technique, University of Minnesota. | MR

Ibrahim G.(1997). On properties of Predictive Priors in Linears Models. The American Statistician, 51(4) :333-337. | MR

Ibrahim G. et Laud P.(1994). A Predictive Approach to the Analysis of Designed Experiments. J. American Statist. Assoc., 89(425) :309-319. | MR | Zbl

Kohn R., Smith M. et Chan D.(2001). Nonparametric regression using linear combinations of basis functions. Statistics and Computing, 11 :313-322. | MR

Lauritzen S.(1996). Graphical Models. Oxford University Press. | MR | Zbl

Lebarbier E. et Mary-Huard T.(2006). Une introduction au critère BIC : fondements théoriques et interprétation. Journal de la Société Française de Statistique, 147(1) :39-57. | MR

Leucari V. et Consonni G.(2003). Compatible priors for causal Bayesian networks. In Bayesian Statistics 7, pages 597-606. Oxford University Press, Oxford. | MR

Madigan D., Raftery A. et Hoeting J.(1997). Bayesian model averaging for linear regression models. J. American Statist. Assoc., 92 :179-191. | MR | Zbl

Marin J.-M.(2006). Conjugate compatible prior distributions. Soumis.

Marin J.-M. et Robert C.(2006). The Bayesian Core : A Practical Approach to Computational Bayesian Statistics. Springer-Verlag. À paraître. | MR | Zbl

Miller A.(1990). Subset Selection in Regression. Chapman and Hall. | MR | Zbl

Mitchell T. et Beauchamp J.(1988). Bayesian Variable Selection in Linear Regression. J. American Statist. Assoc., 83 :1023-1032. | MR | Zbl

Nott D. J. et Green P. J.(2004). Bayesian Variable selection and the Swendsen-Wang Algorithm. J. Comput. Graph. Statist., 13 :1-17. | MR

Philips R. et Guttman I.(1998). A new criterion for variable selection. Statist. Prob. Letters, 38 :11-19. | MR | Zbl

Robert C.(2006). Le Choix Bayésien : Principes et Implémentation. Springer-Verlag.

Roverato A. et Consonni G.(2004). Compatible Prior Distributions for DAG models. J. Royal Statist. Soc. Series B, 66 :47-61. | MR | Zbl

Schneider U. et Corcoran J.(2004). Perfect sampling for Bayesian variable selection in a linear regression model. J. Statist. Plann. Inference, 126 :153-171. | MR | Zbl

Smith M. et Kohn R.(1996). Nonparametric regression using Bayesian variable selection. Journal of Econometrics, 75 :317-343. | Zbl

Tomassone R., Audrain S., Lesquoy E. et Millier C.(1992). La Régression : nouveaux regards sur une ancienne méthode statistique. Masson, 2 édition. | Zbl

Tomassone R., Dervin C. et Masson J.-P.(1993). Biométrie : modélisation de phénomènes biologiques. Masson. | Zbl

Zellner A.(1986). On assessing Prior Distributions and Bayesian Regression analysis with g-prior distribution regression using Bayesian variable selection. In Bayesian inference and decision techniques : Essays in Honor of Bruno De Finetti, pages 233-243. North-Holland/Elsevier. | MR | Zbl