{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,18]],"date-time":"2026-03-18T03:27:54Z","timestamp":1773804474189,"version":"3.50.1"},"reference-count":36,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2025,4,1]],"date-time":"2025-04-01T00:00:00Z","timestamp":1743465600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0"},{"start":{"date-parts":[[2025,4,1]],"date-time":"2025-04-01T00:00:00Z","timestamp":1743465600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0"}],"funder":[{"DOI":"10.13039\/501100005743","name":"Universit\u00e0 Cattolica del Sacro Cuore","doi-asserted-by":"crossref","id":[{"id":"10.13039\/501100005743","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2025,6]]},"abstract":"<jats:title>Abstract<\/jats:title>\n          <jats:p>We propose a fast Bayesian variable screening method for Normal regression models using thresholds on Pearson and partial correlation coefficients. Although the proposed method is based on the computation of correlation coefficients, it is derived using purely Bayesian arguments obtained from thresholds on Bayes factors and posterior model odds. The proposed method can be used to screen out the \u201cnon-important\" covariates and reduce the size of the model space even in cases when the number of covariates is larger than the sample size. Then, on the reduced model space, obtained from the proposed approach, more accurate, traditional, computer-intensive, Bayesian variable selection methods can be implemented, if needed. We focus on the use of <jats:italic>g<\/jats:italic>-priors where Bayes factors can be obtained analytically and the corresponding correlation threshold computations are exact. Nevertheless, the approach is general and can be easily extended to any prior setup. The proposed method is illustrated using simulated examples.<\/jats:p>","DOI":"10.1007\/s11222-025-10608-8","type":"journal-article","created":{"date-parts":[[2025,4,3]],"date-time":"2025-04-03T20:23:49Z","timestamp":1743711829000},"update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Fast bayesian variable screening using correlation thresholds"],"prefix":"10.1007","volume":"35","author":[{"given":"Roberta","family":"Paroli","sequence":"first","affiliation":[]},{"given":"Dimitris","family":"Fouskakis","sequence":"additional","affiliation":[]},{"given":"Ioannis","family":"Ntzoufras","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2025,4,1]]},"reference":[{"issue":"3","key":"10608_CR1","doi-asserted-by":"publisher","first-page":"870","DOI":"10.1214\/009053604000000238","volume":"32","author":"M Barbieri","year":"2004","unstructured":"Barbieri, M., Berger, J.: Optimal predictive model selection. Ann. Stat. 32(3), 870\u2013897 (2004)","journal-title":"Ann. Stat."},{"issue":"4","key":"10608_CR2","doi-asserted-by":"publisher","first-page":"1085","DOI":"10.1214\/20-BA1249","volume":"16","author":"M Barbieri","year":"2021","unstructured":"Barbieri, M., Berger, J., George, E., Ro\u010dkov\u00e1, V.: The median probability model and correlated variables. Bayesian Anal. 16(4), 1085\u20131112 (2021)","journal-title":"Bayesian Anal."},{"key":"10608_CR3","doi-asserted-by":"crossref","unstructured":"Berger, J., Pericchi, L.: Objective Bayesian methods for model selection: introduction and comparison. In Model selection, volume\u00a038 of IMS Lecture Notes Monogr. Ser., pp. 135\u2013207. Inst. Math. Statist (2001)","DOI":"10.1214\/lnms\/1215540968"},{"issue":"3","key":"10608_CR4","doi-asserted-by":"publisher","first-page":"583","DOI":"10.1214\/10-BA523","volume":"5","author":"L Bottolo","year":"2010","unstructured":"Bottolo, L., Richardson, S.: Evolutionary stochastic search for Bayesian model exploration. Bayesian Anal. 5(3), 583\u2013618 (2010)","journal-title":"Bayesian Anal."},{"key":"10608_CR5","doi-asserted-by":"publisher","first-page":"157","DOI":"10.1198\/016214505000000646","volume":"101","author":"G Casella","year":"2006","unstructured":"Casella, G., Moreno, E.: Objective Bayesian variable selection. J. Am. Stat. Assoc. 101, 157\u2013167 (2006)","journal-title":"J. Am. Stat. Assoc."},{"key":"10608_CR6","doi-asserted-by":"publisher","first-page":"65","DOI":"10.1214\/lnms\/1215540964","volume":"38","author":"H Chipman","year":"2001","unstructured":"Chipman, H., George, E., McCulloch, R., Clyde, M., Foster, D., Stine, R.: The practical implementation of Bayesian model selection. Lecture Notes-Monograph Series 38, 65\u2013134 (2001)","journal-title":"Lecture Notes-Monograph Series"},{"key":"10608_CR7","unstructured":"Clyde, M.: BAS: Bayesian variable selection and model averaging using Bayesian adaptive sampling. R package version 1.6.0 (2021)"},{"issue":"1","key":"10608_CR8","doi-asserted-by":"publisher","first-page":"81","DOI":"10.1214\/088342304000000035","volume":"19","author":"M Clyde","year":"2004","unstructured":"Clyde, M., George, E.: Model uncertainty. Statist. Sci. 19(1), 81\u201394 (2004)","journal-title":"Statist. Sci."},{"issue":"1","key":"10608_CR9","doi-asserted-by":"publisher","first-page":"80","DOI":"10.1198\/jcgs.2010.09049","volume":"20","author":"M Clyde","year":"2011","unstructured":"Clyde, M., Ghosh, J., Littman, M.: Bayesian adaptive sampling for variable selection and model averaging. J. Comput. Graph. Stat. 20(1), 80\u2013101 (2011)","journal-title":"J. Comput. Graph. Stat."},{"issue":"2","key":"10608_CR10","doi-asserted-by":"publisher","first-page":"627","DOI":"10.1214\/18-BA1103","volume":"13","author":"G Consonni","year":"2018","unstructured":"Consonni, G., Fouskakis, D., Liseo, B., Ntzoufras, I.: Prior distributions for objective Bayesian analysis. Bayesian Anal. 13(2), 627\u2013679 (2018)","journal-title":"Bayesian Anal."},{"issue":"1","key":"10608_CR11","doi-asserted-by":"publisher","first-page":"27","DOI":"10.1023\/A:1013164120801","volume":"12","author":"P Dellaportas","year":"2002","unstructured":"Dellaportas, P., Forster, J., Ntzoufras, I.: On Bayesian model and variable selection using MCMC. Stat. Comput. 12(1), 27\u201336 (2002)","journal-title":"Stat. Comput."},{"issue":"2","key":"10608_CR12","doi-asserted-by":"publisher","first-page":"381","DOI":"10.1016\/S0304-4076(00)00076-2","volume":"100","author":"C Fernandez","year":"2001","unstructured":"Fernandez, C., Ley, E., Steel, M.: Benchmark priors for Bayesian model averaging. J. Econ. 100(2), 381\u2013427 (2001)","journal-title":"J. Econ."},{"issue":"501","key":"10608_CR13","doi-asserted-by":"publisher","first-page":"340","DOI":"10.1080\/01621459.2012.742443","volume":"108","author":"G Garc\u00eda-Donato","year":"2013","unstructured":"Garc\u00eda-Donato, G., Mart\u00ednez-Beneito, M.: On sampling strategies in Bayesian variable selection problems with large model spaces. J. Am. Stat. Assoc. 108(501), 340\u2013352 (2013)","journal-title":"J. Am. Stat. Assoc."},{"key":"10608_CR14","doi-asserted-by":"publisher","first-page":"881","DOI":"10.1080\/01621459.1993.10476353","volume":"88","author":"EI George","year":"1993","unstructured":"George, E.I., McCulloch, R.E.: Variable selection via Gibbs sampling. J. Am. Stat. Assoc. 88, 881\u2013889 (1993)","journal-title":"J. Am. Stat. Assoc."},{"key":"10608_CR15","doi-asserted-by":"publisher","first-page":"711","DOI":"10.1093\/biomet\/82.4.711","volume":"82","author":"P Green","year":"1995","unstructured":"Green, P.: Reversible jump Markov chain Monte Carlo computation and Bayesian model determination. Biometrika 82, 711\u2013732 (1995)","journal-title":"Biometrika"},{"issue":"478","key":"10608_CR16","doi-asserted-by":"publisher","first-page":"507","DOI":"10.1198\/016214507000000121","volume":"102","author":"C Hans","year":"2007","unstructured":"Hans, C., Dobra, A., West, M.: Shotgun stochastic search for \u201clarge p\u2019\u2019 regression. J. Am. Stat. Assoc. 102(478), 507\u2013516 (2007)","journal-title":"J. Am. Stat. Assoc."},{"issue":"4","key":"10608_CR17","doi-asserted-by":"publisher","first-page":"382","DOI":"10.1214\/ss\/1009212519","volume":"14","author":"J Hoeting","year":"1999","unstructured":"Hoeting, J., Madigan, D., Raftery, A., Volinsky, C.: Bayesian model averaging: a tutorial (with comments by m. clyde, david draper and e. i. george, and a rejoinder by the authors). Stat. Sci. 14(4), 382\u2013417 (1999)","journal-title":"Stat. Sci."},{"key":"10608_CR18","unstructured":"Jeffreys, H.: Theory of Probability. Oxford University Press, Oxford (1961)"},{"key":"10608_CR19","doi-asserted-by":"publisher","first-page":"773","DOI":"10.1080\/01621459.1995.10476572","volume":"90","author":"R Kass","year":"1995","unstructured":"Kass, R., Raftery, A.E.: Bayes factors. J. Am. Stat. Assoc. 90, 773\u2013795 (1995)","journal-title":"J. Am. Stat. Assoc."},{"issue":"431","key":"10608_CR20","doi-asserted-by":"publisher","first-page":"928","DOI":"10.1080\/01621459.1995.10476592","volume":"90","author":"R Kass","year":"1995","unstructured":"Kass, R., Wasserman, L.: A reference Bayesian test for nested hypotheses and its relationship to the Schwarz criterion. J. Am. Stat. Assoc. 90(431), 928\u2013934 (1995)","journal-title":"J. Am. Stat. Assoc."},{"issue":"1","key":"10608_CR21","doi-asserted-by":"publisher","first-page":"313","DOI":"10.1023\/A:1011916902934","volume":"11","author":"R Kohn","year":"2001","unstructured":"Kohn, R., Smith, M., Chan, D.: Nonparametric regression using linear combinations of basis functions. Stat. Comput. 11(1), 313\u2013322 (2001)","journal-title":"Stat. Comput."},{"issue":"1","key":"10608_CR22","first-page":"65","volume":"60","author":"L Kuo","year":"1998","unstructured":"Kuo, L., Mallick, B.: Variable selection for regression models. Sankhy\u0101 Ser. B 60(1), 65\u201381 (1998)","journal-title":"Sankhy\u0101 Ser. B"},{"key":"10608_CR23","doi-asserted-by":"publisher","first-page":"2807","DOI":"10.1016\/j.csda.2011.04.019","volume":"55","author":"D Kwon","year":"2011","unstructured":"Kwon, D., Landi, M., Vannucci, M., Issaq, H., Prieto, D., Pfeiffer, R.: An efficient stochastic search for Bayesian variable selection with high-dimensional correlated predictors. Comput. Stat. Data Anal. 55, 2807\u20132818 (2011)","journal-title":"Comput. Stat. Data Anal."},{"key":"10608_CR24","doi-asserted-by":"crossref","unstructured":"Ley, E., Steel, M.: Mixtures of g-priors for Bayesian model averaging with economic applications. J. Econ. 171, 251\u2013266 (2012)","DOI":"10.1016\/j.jeconom.2012.06.009"},{"issue":"481","key":"10608_CR25","doi-asserted-by":"publisher","first-page":"410","DOI":"10.1198\/016214507000001337","volume":"103","author":"F Liang","year":"2008","unstructured":"Liang, F., Rui, P., Molina, G., Clyde, M., Berger, J.: Mixtures of g priors for Bayesian variable selection. J. Am. Stat. Assoc. 103(481), 410\u2013423 (2008)","journal-title":"J. Am. Stat. Assoc."},{"issue":"3","key":"10608_CR26","doi-asserted-by":"publisher","first-page":"361","DOI":"10.1007\/s11222-012-9316-x","volume":"23","author":"A Lykou","year":"2013","unstructured":"Lykou, A., Ntzoufras, I.: On Bayesian lasso variable selection and the specification of the shrinkage parameter. Stat. Comput. 23(3), 361\u2013390 (2013)","journal-title":"Stat. Comput."},{"issue":"4","key":"10608_CR27","doi-asserted-by":"publisher","first-page":"241","DOI":"10.17713\/ajs.v40i4.215","volume":"40","author":"G Malsiner-Walli","year":"2016","unstructured":"Malsiner-Walli, G., Wagner, H.: Comparing spike and slab priors for Bayesian variable selection. Austrian J. Stat. 40(4), 241\u2013264 (2016)","journal-title":"Austrian J. Stat."},{"issue":"4","key":"10608_CR28","doi-asserted-by":"publisher","first-page":"747","DOI":"10.1093\/biomet\/92.4.747","volume":"92","author":"D Nott","year":"2005","unstructured":"Nott, D., Kohn, R.: Adaptive sampling for bayesian variable selection. Biometrika 92(4), 747\u2013763 (2005)","journal-title":"Biometrika"},{"issue":"1","key":"10608_CR29","first-page":"85","volume":"4","author":"RB O\u2019Hara","year":"2009","unstructured":"O\u2019Hara, R.B., Sillanp\u00e4\u00e4, M.J.: A review of Bayesian variable selection methods: what, how and which. Bayesian Anal. 4(1), 85\u2013117 (2009)","journal-title":"Bayesian Anal."},{"key":"10608_CR30","doi-asserted-by":"publisher","first-page":"179","DOI":"10.1080\/01621459.1997.10473615","volume":"92","author":"A Raftery","year":"1997","unstructured":"Raftery, A., Madigan, D., Hoeting, J.: Bayesian model averaging for linear regression models. J. Am. Stat. Assoc. 92, 179\u2013191 (1997)","journal-title":"J. Am. Stat. Assoc."},{"issue":"521","key":"10608_CR31","doi-asserted-by":"publisher","first-page":"431","DOI":"10.1080\/01621459.2016.1260469","volume":"113","author":"V Ro\u010dkov\u00e1","year":"2018","unstructured":"Ro\u010dkov\u00e1, V., George, E.: The spike-and-slab lasso. J. Am. Stat. Assoc. 113(521), 431\u2013444 (2018)","journal-title":"J. Am. Stat. Assoc."},{"issue":"28","key":"10608_CR32","first-page":"1053","volume":"2","author":"M Shin","year":"2018","unstructured":"Shin, M., Bhattacharya, A., Johnson, V.: Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings. Stat. Sin. 2(28), 1053\u20131078 (2018)","journal-title":"Stat. Sin."},{"key":"10608_CR33","doi-asserted-by":"publisher","DOI":"10.1201\/9781003089018","volume-title":"Handbook of Bayesian Variable Selection","author":"M Tadesse","year":"2021","unstructured":"Tadesse, M., Vannucci, M.: Handbook of Bayesian Variable Selection. CRC Press, Boca Raton, Florida (2021)"},{"issue":"1","key":"10608_CR34","doi-asserted-by":"publisher","first-page":"92","DOI":"10.1006\/jmps.1999.1278","volume":"44","author":"L Wasserman","year":"2000","unstructured":"Wasserman, L.: Bayesian model selection and model averaging. J. Math. Psychol. 44(1), 92\u2013107 (2000)","journal-title":"J. Math. Psychol."},{"key":"10608_CR35","first-page":"233","volume-title":"Bayesian Inference and Decision Techniques: Essays in Honor of Bruno de Finetti","author":"A Zellner","year":"1986","unstructured":"Zellner, A.: On assessing prior distributions and Bayesian regression analysis using g-prior distributions. In: Goel, P., Zellner, A. (eds.) Bayesian Inference and Decision Techniques: Essays in Honor of Bruno de Finetti, pp. 233\u2013243. North-Holland (1986)"},{"issue":"1","key":"10608_CR36","doi-asserted-by":"publisher","first-page":"585","DOI":"10.1007\/BF02888369","volume":"31","author":"A Zellner","year":"1980","unstructured":"Zellner, A., Siow, A.: Posterior odds ratios for selected regression hypotheses. Trabajos de Estadistica Y de Investigacion Operativa 31(1), 585\u2013603 (1980)","journal-title":"Trabajos de Estadistica Y de Investigacion Operativa"}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-025-10608-8.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s11222-025-10608-8\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-025-10608-8.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,4,29]],"date-time":"2025-04-29T17:00:20Z","timestamp":1745946020000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s11222-025-10608-8"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2025,4,1]]},"references-count":36,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2025,6]]}},"alternative-id":["10608"],"URL":"https:\/\/doi.org\/10.1007\/s11222-025-10608-8","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"value":"0960-3174","type":"print"},{"value":"1573-1375","type":"electronic"}],"subject":[],"published":{"date-parts":[[2025,4,1]]},"assertion":[{"value":"22 March 2024","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"11 March 2025","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"1 April 2025","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}],"article-number":"74"}}