Bayesian backfitting. (With comments and a rejoinder).

DOI10.1214/SS/1009212815zbMath1059.62524OpenAlexW1607848239MaRDI QIDQ1431182

Robert Tibshirani, Trevor Hastie

Publication date: 27 May 2004

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1009212815

zbMATH Keywords

Bayesrandom effectsGibbs samplingbackfittingAdditive modelsMetropolis-Hastings procedure

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items (38)

Extracting a common signal in tree ring widths with a semi-parametric Bayesian hierarchical model ⋮ Bayesian additive regression trees in spatial data analysis with sparse observations ⋮ Nonparametric Decomposition of Time Series Data with Inputs ⋮ Smoothing and mixed models ⋮ Bayesian geoadditive seemingly unrelated regression ⋮ Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data ⋮ BART with targeted smoothing: an analysis of patient-specific stillbirth risk ⋮ On internally corrected and symmetrized kernel estimators for nonparametric regression ⋮ GP-BART: a novel Bayesian additive regression trees approach using Gaussian processes ⋮ Variational inference for Bayesian bridge regression ⋮ Constrained polynomial spline estimation of monotone additive models ⋮ Bayesian hierarchical modeling and analysis for actigraph data from wearable devices ⋮ Heterogeneous Distributed Lag Models to Estimate Personalized Effects of Maternal Exposures to Air Pollution ⋮ Priors for Bayesian adaptive spline smoothing ⋮ Bayesian additive regression trees for genotype by environment interaction models ⋮ Gibbs Priors for Bayesian Nonparametric Variable Selection with Weak Learners ⋮ Bayesian projection pursuit regression ⋮ Locally adaptive Bayesian isotonic regression using half shrinkage priors ⋮ Variable selection via a multi-stage strategy ⋮ A Bayesian approach to functional-based multilevel modeling of longitudinal data: applications to environmental epidemiology ⋮ Efficient Learning and Feature Selection in High-Dimensional Regression ⋮ Parametrization and penalties in spline models with an application to survival analysis ⋮ BART: Bayesian additive regression trees ⋮ MARS: selecting basis functions and knots with an empirical Bayes method ⋮ Generalized structured additive regression based on Bayesian P-splines ⋮ Forward-Backward Selection with Early Dropping ⋮ Statistical issues in studies of the long-term effects of air pollution: the Southern California Children's Health Study (with comments and rejoinder) ⋮ An optimal test for the additive model with discrete or categorical predictors ⋮ A semiparametric modeling approach using Bayesian additive regression trees with an application to evaluate heterogeneous treatment effects ⋮ Integrated likelihood inference in semiparametric regression models ⋮ Bayesian Regression Trees for High-Dimensional Prediction and Variable Selection ⋮ Disease Mapping of Stage-Specific Cancer Incidence Data ⋮ High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking ⋮ Modelling Price Paths in On-Line Auctions: Smoothing Sparse and Unevenly Sampled Curves by Using Semiparametric Mixed Models ⋮ Bayesian hierarchical linear mixed models for additive smoothing splines ⋮ Log-Linear Bayesian Additive Regression Trees for Multinomial Logistic and Count Regression Models ⋮ Unnamed Item ⋮ Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)

Uses Software

• BayesDA
• ARC

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Random-Effects Models for Longitudinal Data
• Linear smoothers and additive models
• Spline smoothing: The equivalent variable kernel method
• Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
• Generalized additive models
• A practical guide to splines
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Bayesian computation and stochastic systems. With comments and reply.
• Markov chains for exploring posterior distributions. (With discussion)
• Bayesian learning for neural networks
• Counting degrees of freedom in hierarchical and other richly-parameterised models
• Sampling-Based Approaches to Calculating Marginal Densities
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Bayesian curve fitting using multivariate normal mixtures
• Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
• Sliced Inverse Regression for Dimension Reduction
• Additive Nonparametric Regression With Autocorrelated Errors
• Automatic Bayesian Curve Fitting
• Model-Based Geostatistics
• Inference in Generalized Additive Mixed Models by Using Smoothing Splines
• Non-parametric Bayesian Estimation of a Spatial Poisson Intensity
• Exploring Partial Residual Plots
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• On Gibbs sampling for state space models
• The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
• Graphics for Assessing the Adequacy of Regression Models
• Identifiability, Improper Priors, and Gibbs Sampling for Generalized Linear Models
• Dimension Reduction in Binary Response Regression
• Graphical Comparison of Nonparametric Curves
• Principal Curves
• Efficient parametrisations for normal linear mixed models
• A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS
• Monte Carlo sampling methods using Markov chains and their applications

This page was built for publication: Bayesian backfitting. (With comments and a rejoinder).