Model uncertainty and choice in prediction and variable selection problems for linear, generalized linear models and multivariate models. Bayesian Model Averaging. Prior distributions for model selection and model averaging. Wavelets and adaptive non-parametric function estimation. Spatial statistics. Experimental design for nonlinear models. Applications in proteomics, bioinformatics, astro-statistics, air pollution and health effects, and environmental sciences.
Clyde, M. A., Ghosh, J. and Littman, M. (2011) Bayesian Adaptive Sampling for Variable Selection and Model Averaging. Journal of Computational and Graphical Statistics 20:80-101 DOI: 10.1198/jcgs.2010.09049
Ghosh, J. and Clyde, M.A. (2011) Rao-Blackwellization for Bayesian Variable Selection and Model Averaging in Linear and Binary Regression: A Novel Data Augmentation Approach. Journal of the American Statistical Association (to appear) DOI: 10.1198/jasa.2011.tm10518
Wolpert, R. L, Clyde, M.A, and Tu, C. (2011) Stochastic Expansions with Continuous Dictionaries: Ĺevy Adaptive Regression Kernels. Annals of Statistics 39:1916-1962 DOI: 10.1214/11-AOS889
House, L.L., Clyde, M.A. and Wolpert, R.L. (2011). Bayesian Nonparametric Models for Peak Identification and Quantification in MALDI-TOF Mass Spectroscopy. Annals of Applied Statistics 5:1488-1511 DOI: 10.1214/10-AOAS450