Nonparametric regression using Bayesian variable selection

DOI10.1016/0304-4076(95)01763-1MaRDI QIDQ1126478zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 8 December 1996

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(95)01763-1

zbMATH Keywords

outliersnonparametric regressionGibbs samplerrobust estimationadditive modelpower transformationBayesian approachregression splinesmixture of normalskernel-weighted local linear smoothervariable selection algorithm

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35)

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• A Bayesian approach to some outlier problems
• A method for simultaneous variable selection and outlier identification in linear regression
• An Analysis of Transformations Revisited, Rebutted
• An Effective Bandwidth Selector for Local Least Squares Regression
• Bayesian Variable Selection in Linear Regression
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Flexible Parsimonious Smoothing and Additive Modeling
• Hedonic housing prices and the demand for clean air
• Minimizing GCV/GML Scores with Multiple Smoothing Parameters via the Newton Method
• Sampling-Based Approaches to Calculating Marginal Densities

Cited in

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• Bayesian inference for high-dimensional linear regression under mnet priors
• Benchmark priors for Bayesian model averaging.
• In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
• Hit and run ARMS: adaptive rejection Metropolis sampling with hit and run random direction
• Generalized structured additive regression based on Bayesian P-splines
• On Model Selection Consistency of Bayesian Method for Normal Linear Models
• Forecasting trade durations via ACD models with mixture distributions
• Bayesian Quantile Regression for Big Data Analysis
• Objective Bayesian variable selection in linear regression model
• Stochastic matching pursuit for Bayesian variable selection
• Analysis of binary longitudinal data with time-varying effects
• Semiparametric regression during 2003--2007
• Nonparametric Bayesian modeling for monotonicity in catch ratio
• Parsimonious additive models
• Bayesian variable selection in multinomial probit model for classifying high-dimensional data
• Simultaneous fitting of Bayesian penalised quantile splines
• Bayesian variable selection in a class of mixture models for ordinal data: a comparative study
• Model uncertainty
• Nonparametric Bayesian data analysis
• Bounded optimal knots for regression splines
• Comparison of nonnested asymmetric heteroskedastic models
• ESTIMATION IN RICKER'S TWO-RELEASE METHOD: A BAYESIAN APPROACH
• Free-Knot Polynomial Splines with Confidence Intervals
• Adaptive Incremental Mixture Markov Chain Monte Carlo
• Semiparametric transformation models with Bayesian P-splines
• Predictive performance of Dirichlet process shrinkage methods in linear regression
• Discovering interactions using covariate informed random partition models
• Nonparametric seemingly unrelated regression
• Conjugate priors and variable selection for Bayesian quantile regression
• Bayesian variable selection for Poisson regression with underreported responses
• Bayesian methods for estimating multi-segment discharge rating curves
• Priors for Bayesian adaptive spline smoothing
• A study of variable selection using \(g\)-prior distribution with ridge parameter
• Multivariate partially linear single-index models: Bayesian analysis
• Comparison of Bayesian objective procedures for variable selection in linear regression
• Regression spline smoothing using the minimum description length principle
• Bayesian variable selection for the Cox regression model with missing covariates
• Semiparametric Bayesian inference in smooth coefficient models
• Robust full Bayesian learning for radial basis networks
• Bayesian subset selection for threshold autoregressive moving-average models
• Characterising economic trends by Bayesian stochastic model specification search
• Bayesian variable selection for correlated covariates via colored cliques
• Bayesian variable selection under the proportional hazards mixed-effects model
• Variational inferences for partially linear additive models with variable selection
• Enriched stick-breaking processes for functional data
• Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed models
• Bayesian analysis of dynamic panel data by penalized quantile regression
• Gibbs posterior for variable selection in high-dimensional classification and data mining
• Robustness for general design mixed models using thet-distribution
• Classification of brain activation via spatial Bayesian variable selection in fMRI regression
• Bayesian variable selection in a finite mixture of linear mixed-effects models
• Reversible Jump PDMP Samplers for Variable Selection
• Regression density estimation using smooth adaptive Gaussian mixtures
• Stochastic model specification search for Gaussian and partial non-Gaussian state space models
• A flexible Bayesian variable selection approach for modeling interval data
• Bayesian adaptive B-spline estimation in proportional hazards frailty models
• Bayesian nonparametric shrinkage applied to Cepheid star oscillations
• Functional clustering methods for binary longitudinal data with temporal heterogeneity
• Spline adaptation in extended linear models
• Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation
• Efficient model comparison techniques for models requiring large scale data augmentation
• Bayesian spatiotemporal modeling using hierarchical spatial priors, with applications to functional magnetic resonance imaging (with discussion)
• Compatibility of prior specifications across linear models
• A discrete density approach to Bayesian quantile and expectile regression with discrete responses
• Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
• Bayesian model selection for logistic regression models with random intercept
• On efficient calculations for Bayesian variable selection
• Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
• Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
• Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach
• New selection approach for resolution and basis functions in wavelet regression
• Gaussian process based Bayesian semiparametric quantitative trait loci interval mapping
• Bayesian multinomial regression with class-specific predictor selection
• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
• A Bayesian approach to non-parametric monotone function estimation
• Nonparametric function estimation subject to monotonicity, convexity and other shape constraints
• Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves
• On oracle property and asymptotic validity of Bayesian generalized method of moments
• Bayesian variable selection for logistic mixed model with nonparametric random effects
• A comparison of regression spline smoothing procedures
• Function estimation with locally adaptive dynamic models
• A review of Bayesian group selection approaches for linear regression models
• Statistical inference of regulatory networks for circadian regulation
• Posterior consistency of nonparametric conditional moment restricted models
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
• A Bayesian approach for the segmentation of series with a functional effect
• Bayesian quantile regression for partially linear additive models
• Do maternal health problems influence child's worrying status? Evidence from the British cohort study
• Bayesian estimation and inference for log-ACD models
• Variable selection for categorical response: a comparative study
• Exact risk approaches to smoothing parameter selection
• Imputation and Variable Selection in Linear Regression Models with Missing Covariates
• Decomposing posterior variance
• Applications of Bayesian gene selection and classification with mixtures of generalized singular g-priors
• Component selection in the additive regression model
• Bayesian nonparametric centered random effects models with variable selection
• Model selection in binary and Tobit quantile regression using the Gibbs sampler
• Bayesian variable selection for a semi-competing risks model with three hazard functions
• Bayesian robust transformation and variable selection: A unified approach
• Consistency of Bayesian linear model selection with a growing number of parameters

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Uses Software

• LINPACK

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