Fast Bayesian Variable Selection in Binomial and Negative Binomial Regression. (arXiv:2106.14981v2 [stat.ME] UPDATED)

Bayesian variable selection is a powerful tool for data analysis, as it
offers a principled method for variable selection that accounts for prior
information and uncertainty. However, wider adoption of Bayesian variable
selection has been hampered by computational challenges, especially in
difficult regimes with a large number of covariates or non-conjugate
likelihoods. Generalized linear models for count data, which are prevalent in
biology, ecology, economics, and beyond, represent an important special case.
Here we introduce an efficient MCMC scheme for …

arxiv bayesian binomial negative regression