Bayesian nonparametric regression with varying residual density

DOI10.1007/S10463-013-0415-ZzbMath1281.62102OpenAlexW2082068650WikidataQ37504517 ScholiaQ37504517MaRDI QIDQ2434133

Debdeep Pati, David B. Dunson

Publication date: 17 February 2014

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3898864

zbMATH Keywords

outliersGaussian processesdata augmentationexact block Gibbs samplersymmetrized probit stick-breaking process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items (8)

Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks ⋮ Dual-semiparametric regression using weighted Dirichlet process mixture ⋮ Bayesian variable selection for logistic mixed model with nonparametric random effects ⋮ Posterior consistency in conditional distribution estimation ⋮ Bayesian nonparametric centered random effects models with variable selection ⋮ Bayesian Non-Parametric Factor Analysis for Longitudinal Spatial Surfaces ⋮ Bayesian regression with heteroscedastic error density and parametric mean function ⋮ Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures

Uses Software

• BayesTree
• Gibbsit
• BartPy

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