ESS++: a C++ objected-oriented algorithm for Bayesian stochastic search model exploration.

TitleESS++: a C++ objected-oriented algorithm for Bayesian stochastic search model exploration.
Publication TypeJournal Article
Year of Publication2011
AuthorsBottolo L, Chadeau-Hyam M, Hastie DI, Langley SR, Petretto E, Tiret L, Tregouet D, Richardson S
JournalBioinformatics
Volume27
Issue4
Pagination587-8
Date Published2011 Feb 15
ISSN1367-4811
KeywordsAlgorithms, Bayes Theorem, Gene Expression Regulation, Linear Models, Models, Statistical, Programming Languages, Software, Stochastic Processes
Abstract

SUMMARY: ESS++ is a C++ implementation of a fully Bayesian variable selection approach for single and multiple response linear regression. ESS++ works well both when the number of observations is larger than the number of predictors and in the 'large p, small n' case. In the current version, ESS++ can handle several hundred observations, thousands of predictors and a few responses simultaneously. The core engine of ESS++ for the selection of relevant predictors is based on Evolutionary Monte Carlo. Our implementation is open source, allowing community-based alterations and improvements. AVAILABILITY: C++ source code and documentation including compilation instructions are available under GNU licence at http://bgx.org.uk/software/ESS.html.

DOI10.1093/bioinformatics/btq684
Alternate JournalBioinformatics
PubMed ID21233165