A unified view on Bayesian varying coefficient models

DOI10.1214/19-EJS1653zbMath1434.62092arXiv1806.02084OpenAlexW2993035141WikidataQ106514948 ScholiaQ106514948MaRDI QIDQ2283580

Håvard Rue, Massimo Ventrucci, Maria Franco-Villoria

Publication date: 3 January 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.02084

zbMATH Keywords

varying coefficient modelsINLAoverfittingpenalized complexity prior

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Bayesian inference (62F15)

Related Items (5)

Time-varying coefficient model estimation through radial basis functions ⋮ Copula modelling with penalized complexity priors: the bivariate case ⋮ Bayesian modelling of time-varying conditional heteroscedasticity ⋮ A unified view on Bayesian varying coefficient models ⋮ Time-varying auto-regressive models for count time-series

Uses Software

• spBayes
• Stem

Cites Work

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