Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations

DOI10.1007/s11222-023-10327-yzbMath1523.62027arXiv2211.04666OpenAlexW4388022873MaRDI QIDQ6089226

Takahiro Onizuka, Shintaro Hashimoto, Shonosuke Sugasawa

Publication date: 17 November 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.04666

zbMATH Keywords

calibrationvariational Bayesmodel misspecificationshrinkage priornonparametric quantile regressiontrend filtering

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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