Bayesian boundary trend filtering

DOI10.1016/J.CSDA.2023.107889MaRDI QIDQ6554240zbMATH OpenFDO

Authors Takahiro Onizuka, Fumiya Iwashige, Shintaro Hashimoto

Publication date 12 June 2024

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2023.107889

zbMATH Keywords

boundary trendGibbs samplerhorseshoe priornearly isotonic regressiontrend filtering

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• $\ell_1$ Trend Filtering
• Adaptive piecewise polynomial estimation via trend filtering
• Baseline drift estimation for air quality data using quantile trend filtering
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo
• Calibrating general posterior credible regions
• Data augmentation for non-Gaussian regression models using variance-mean mixtures
• Data envelope fitting with constrained polynomial splines
• Efficient Bayesian shape-restricted function estimation with constrained Gaussian process priors
• Efficient estimation of functionals in nonparametric boundary models
• Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error
• Estimating piecewise monotone signals
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• Locally adaptive smoothing with Markov random fields and shrinkage priors
• Multivariate boundary regression models
• New methods for bias correction at endpoints and boundaries
• Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
• Nonregular regression
• On polynomial estimators of frontiers and boundaries
• On the degrees of freedom in shape-restricted regression.
• On the half-Cauchy prior for a global scale parameter
• Posterior contraction rates for support boundary recovery
• Risk bounds for quantile trend filtering
• Robust nonparametric estimators of monotone boundaries
• Robust nonparametric frontier estimators: qualitative robustness and influence function
• ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS
• The horseshoe estimator for sparse signals
• The normal law under linear restrictions: simulation and estimation via minimax tilting

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