Title
Secure Bayesian model averaging for horizontally partitioned data
Abstract
When multiple data owners possess records on different subjects with the same set of attributes--known as horizontally partitioned data--the data owners can improve analyses by concatenating their databases. However, concatenation of data may be infeasible because of confidentiality concerns. In such settings, the data owners can use secure computation techniques to obtain the results of certain analyses on the integrated database without sharing individual records. We present secure computation protocols for Bayesian model averaging and model selection for both linear regression and probit regression. Using simulations based on genuine data, we illustrate the approach for probit regression, and show that it can provide reasonable model selection outputs.
Year
DOI
Venue
2013
10.1007/s11222-011-9312-6
Statistics and Computing
Keywords
Field
DocType
Bayesian model averaging,Data confidentiality,Disclosure limitation,Markov chain Monte Carlo,Regression,Variable selection
Data mining,Probit model,Secure multi-party computation,Bayesian inference,Markov chain Monte Carlo,Feature selection,Computer science,Model selection,Concatenation,Statistics,Linear regression
Journal
Volume
Issue
ISSN
23
3
0960-3174
Citations 
PageRank 
References 
2
0.41
11
Authors
2
Name
Order
Citations
PageRank
Joyee Ghosh191.09
Jerome P. Reiter221622.12