Monte Carlo approach to Bayesian regression modeling (Q4400822)

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scientific article; zbMATH DE number 1182746
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    Monte Carlo approach to Bayesian regression modeling
    scientific article; zbMATH DE number 1182746

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      28 October 1998
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      Bayesian approach
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      Markov chain
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      regression analysis
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      statistical estimation and modeling
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      nonlinear response functions
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      Monte Carlo
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      Monte Carlo approach to Bayesian regression modeling (English)
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      The paper deals with the estimation of nonlinear response functions in stochastic models where data are disturbed by random noise. These functions are constructed from a set of functional units. Particularly histogram functions, B-splines and radial basis functions are inspected. The authors describe a method to estimate the used parameters by the Bayesian approach. The proposed approach is useful for estimation of Bayes-optimal values in complicated parameter spaces. Numerical examples illustrate the method. For the entire collection see [Zbl 0892.00024].
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