Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels

DOI10.1214/11-AOS889zbMath1227.62030arXiv1112.3149OpenAlexW1969508365MaRDI QIDQ98918

Chong Tu, Robert L. Wolpert, Merlise Clyde, Chong Tu, Robert L. Wolpert, Merlise A. Clyde

Publication date: 1 August 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.3149

zbMATH Keywords

waveletssplinesBayeskernel regressionnonparametric regressionreversible jump Markov chain Monte Carlosupport vector machinerelevance vector machineBesovLARKLévy random field

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (7)

Bayesian curve fitting for discontinuous functions using an overcomplete system with multiple kernels ⋮ Some aspects of symmetric Gamma process mixtures ⋮ Lévy Adaptive B-spline Regression via Overcomplete Systems ⋮ Bayesian nonparametric models for peak identification in MALDI-TOF mass spectroscopy ⋮ Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes ⋮ bark ⋮ A variational inference for the Lévy adaptive regression with multiple kernels

Uses Software

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• PDCO
• EbayesThresh
• EBayesThresh

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