Bayesian nonparametric covariance regression

MaRDI QIDQ2788372zbMATH OpenFDO

Authors Emily B. Fox, David Dunson

Publication date 19 February 2016

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.2017, http://jmlr.csail.mit.edu/papers/v16/fox15a.html

zbMATH Keywords

dictionary learningGaussian processlatent factor modelnonparametric Bayesregressiontime series

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Measures of association (correlation, canonical correlation, etc.) (62H20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(20)

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• Bayesian nonparametric estimation of test equating functions with covariates
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• Bayesian modeling of temporal properties of infectious disease in a college student population
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• Reducing subspace models for large‐scale covariance regression
• Dynamic covariance estimation via predictive Wishart process with an application on brain connectivity estimation
• Heterogeneous large datasets integration using Bayesian factor regression
• Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models
• Flexible bivariate correlated count data regression
• A Covariate-Regulated Sparse Subspace Learning Model and Its Application to Process Monitoring and Fault Isolation
• Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
• Covariance-on-covariance regression
• Bayesian covariance regression in functional data analysis with applications to functional brain imaging
• Fixed and random covariance regression analyses
• Heterogeneous causal effects of neighbourhood policing in New York city with staggered adoption of the policy
• High-Dimensional Covariance Regression with Application to Co-Expression QTL Detection

Describes a project that uses

Uses Software

• covreg

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