Variational approximation for heteroscedastic linear models and matching pursuit algorithms

DOI10.1007/S11222-011-9243-2zbMath1322.62031arXiv1011.4832OpenAlexW3125364414MaRDI QIDQ746230

Chenlei Leng, Minh-Ngoc Tran, David J. Nott

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.4832

zbMATH Keywords

heteroscedasticityBayesian model selectionvariational approximationmatching pursuit

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (7)

Variational inferences for partially linear additive models with variable selection ⋮ Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals ⋮ Flexible multivariate regression density estimation ⋮ Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts ⋮ Heteroscedastic additive models - Estimating the fixed effects and covariance matrix parameters ⋮ Robust estimation and variable selection in heteroscedastic linear regression ⋮ Variational Inference for Heteroscedastic Semiparametric Regression

Uses Software

• alr3
• SemiPar
• GAMLSS
• PRMLT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Smoothly mixing regressions
• Nonparametric regression using Bayesian variable selection
• Least angle regression. (With discussion)
• An introduction to variational methods for graphical models
• Regression density estimation using smooth adaptive Gaussian mixtures
• Explaining Variational Approximations
• Extended Bayesian information criteria for model selection with large model spaces
• Greed is Good: Algorithmic Results for Sparse Approximation
• Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
• Double Exponential Families and Their Use in Generalized Linear Regression
• An extended quasi-likelihood function
• Variance Function Estimation
• Bayesian Model Averaging for Linear Regression Models
• Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem
• Semiparametric Regression
• Applied Linear Regression
• Marginal Likelihood From the Metropolis–Hastings Output
• Matching pursuits with time-frequency dictionaries
• Generalized Additive Models for Location, Scale and Shape
• Variational Bayesian learning of directed graphical models with hidden variables

This page was built for publication: Variational approximation for heteroscedastic linear models and matching pursuit algorithms