Skip to main content

Advertisement

Table 3 Illustrative computation times

From: Integrating biological knowledge into variable selection: an empirical Bayes approach with an application in cancer biology

  Linear model without interaction terms   Linear model with interaction terms
  d max = 2 d max = 3 d max = 4 d max = 5   d max = 2 d max = 3 d max = 4 d max = 5
p=30 0.1 1.1 8.7 9.5   0.4 4.7 38.6 374.6
p=60 0.5 10.5 114.3   1.8 39.4 661.6
p=120 2.8 116.3   8.2 350.1
p=500 150.3   238.7
  1. Computation times (in seconds) for proposed Bayesian variable selection procedure, using empirical Bayes to select between two priors (M = 2) and to set the prior strength parameter λ (optimisation performed over ten values of λ). Results shown for varying values of d max (maximum number of predictors allowed in a model) and p (total number of predictors), for both a linear model without interaction terms and a linear model with interaction terms. (Data and model priors generated using random numbers and results are averages over three iterations. Computation performed on a standard single-core personal computer; 1.6GHz, 2GB RAM. ‘-’ denotes a (p,d max ) regime where the procedure failed due to insufficient memory).