A Bayesian non-parametric estimate for multivariate regression (Q1062378)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Bayesian non-parametric estimate for multivariate regression |
scientific article |
Statements
A Bayesian non-parametric estimate for multivariate regression (English)
0 references
1985
0 references
The predictive approach to inference in multivariate regression problems is considered in a Bayesian non-parametric framework. A simple estimate of the regression coefficient matrix is derived under the Dirichlet process prior and then generalized by using a mixture of Dirichlet processes prior. These estimates are shown to belong to the class of linear Bayes estimates and their relation to ridge regression estimates is also exhibited. The paper ends with an illustrative application.
0 references
predictive approach
0 references
mixture of Dirichlet processes prior
0 references
linear Bayes estimates
0 references
ridge regression estimates
0 references
0 references
0 references
0 references