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Main Authors: Hou, Tianrui, Wang, Liwei, Atchadé, Yves
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2407.20580
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author Hou, Tianrui
Wang, Liwei
Atchadé, Yves
author_facet Hou, Tianrui
Wang, Liwei
Atchadé, Yves
contents Variable selection in high-dimensional spaces is a pervasive challenge in contemporary scientific exploration and decision-making. However, existing approaches that are known to enjoy strong statistical guarantees often struggle to cope with the computational demands arising from the high dimensionality. To address this issue, we propose a novel Laplace approximation method based on Le Cam's one-step procedure (\textsf{OLAP}), designed to effectively tackles the computational burden. Under some classical high-dimensional assumptions we show that \textsf{OLAP} is a statistically consistent variable selection procedure. Furthermore, we show that the approach produces a posterior distribution that can be explored in polynomial time using a simple Gibbs sampling algorithm. Toward that polynomial complexity result, we also made some general, noteworthy contributions to the mixing time analysis of Markov chains. We illustrate the method using logistic and Poisson regression models applied to simulated and real data examples.
format Preprint
id arxiv_https___arxiv_org_abs_2407_20580
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Laplace approximation for Bayesian variable selection via Le Cam's one-step procedure
Hou, Tianrui
Wang, Liwei
Atchadé, Yves
Methodology
Variable selection in high-dimensional spaces is a pervasive challenge in contemporary scientific exploration and decision-making. However, existing approaches that are known to enjoy strong statistical guarantees often struggle to cope with the computational demands arising from the high dimensionality. To address this issue, we propose a novel Laplace approximation method based on Le Cam's one-step procedure (\textsf{OLAP}), designed to effectively tackles the computational burden. Under some classical high-dimensional assumptions we show that \textsf{OLAP} is a statistically consistent variable selection procedure. Furthermore, we show that the approach produces a posterior distribution that can be explored in polynomial time using a simple Gibbs sampling algorithm. Toward that polynomial complexity result, we also made some general, noteworthy contributions to the mixing time analysis of Markov chains. We illustrate the method using logistic and Poisson regression models applied to simulated and real data examples.
title Laplace approximation for Bayesian variable selection via Le Cam's one-step procedure
topic Methodology
url https://arxiv.org/abs/2407.20580