Locally adaptive Bayesian P-splines with a normal-exponential-gamma prior

DOI10.1016/j.csda.2009.03.009zbMath1453.62191OpenAlexW2061016774MaRDI QIDQ961816

Fabian Scheipl, Thomas Kneib

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.03.009

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items

Unnamed Item, Adaptive penalized splines for data smoothing, Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines, Bayesian adaptive smoothing splines using stochastic differential equations, Semi-parametric frailty model for clustered interval-censored data, Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes, Locally adaptive smoothing with Markov random fields and shrinkage priors, Adaptive spline fitting with particle swarm optimization, A unified view on Bayesian varying coefficient models

Uses Software

• R
• lme4
• SemiPar
• mgcv
• multcomp
• AdaptFit
• BARS
• STAR

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models
• lme4
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Generalized structured additive regression based on Bayesian P-splines
• Bayesian curve-fitting with free-knot splines
• Automatic Bayesian Curve Fitting
• Ideal spatial adaptation by wavelet shrinkage
• Bayesian Measures of Model Complexity and Fit