SeBR

CRANSeBRMaRDI QIDQ5983810

Semiparametric Bayesian Regression Analysis

Dan Kowal

Last update: 3 July 2023

Software version identifier: 1.0.0

Copyright license: MIT license, File License

Description

Monte Carlo and MCMC sampling algorithms for semiparametric Bayesian regression analysis. These models feature a nonparametric (unknown) transformation of the data paired with widely-used regression models including linear regression, spline regression, quantile regression, and Gaussian processes. The transformation enables broader applicability of these key models, including for real-valued, positive, and compactly-supported data with challenging distributional features. The samplers prioritize computational scalability and, for most cases, Monte Carlo (not MCMC) sampling for greater efficiency. Details of the methods and algorithms are provided in Kowal and Wu (2023) <arXiv:2306.05498>.

Cites work

• Monte Carlo inference for semiparametric Bayesian regression