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

additive modelBayesian approachGibbs samplerkernel-weighted local linear smoothermixture of normalsnonparametric regressionoutlierspower transformationregression splinesrobust estimationvariable selection algorithm

Mathematics Subject Classification ID

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

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Cites work

• 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
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Cited in

(only showing first 100 items - show all)

• Comparison of nonnested asymmetric heteroskedastic models
• Comparison of Bayesian objective procedures for variable selection in linear regression
• Parsimonious additive models
• Knot selection by boosting techniques
• Bayesian variable selection using an adaptive powered correlation prior
• Predictive performance of Dirichlet process shrinkage methods in linear regression
• Bayesian predictive simultaneous variable and transformation selection in the linear model.
• Decomposing posterior variance
• Bayesian variable selection regression for genome-wide association studies and other large-scale problems
• A comparison of regression spline smoothing procedures
• Function estimation with locally adaptive dynamic models
• Geometrically designed, variable knot regression splines
• Regression spline smoothing using the minimum description length principle
• Nonparametric seemingly unrelated regression
• Bayesian analysis of generalized partially linear single-index models
• Penalized likelihood and Bayesian function selection in regression models
• Fast Bayesian model assessment for nonparametric additive regression
• 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
• Efficient model comparison techniques for models requiring large scale data augmentation
• Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation
• Bayesian spatiotemporal modeling using hierarchical spatial priors, with applications to functional magnetic resonance imaging (with discussion)
• Analysis of binary longitudinal data with time-varying effects
• Bayesian variable selection for a semi-competing risks model with three hazard functions
• Bayesian model selection in ordinal quantile regression
• Simultaneous fitting of Bayesian penalised quantile splines
• Tree ensembles with rule structured horseshoe regularization
• Bayesian variable selection in linear regression
• Bayesian methods for estimating multi-segment discharge rating curves
• Bayesian analysis of dynamic panel data by penalized quantile regression
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
• Model uncertainty
• Nonparametric Bayesian data analysis
• Conjugate priors and variable selection for Bayesian quantile regression
• Spline adaptation in extended linear models
• Bayesian variable selection for logistic mixed model with nonparametric random effects
• Semiparametric regression during 2003--2007
• Bayesian adaptive B-spline estimation in proportional hazards frailty models
• Classification of brain activation via spatial Bayesian variable selection in fMRI regression
• Bayesian effect selection in structured additive distributional regression models
• Objective Bayesian group variable selection for linear model
• Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
• Bayesian variable selection for mixed effects model with shrinkage prior
• Discovering interactions using covariate informed random partition models
• A discrete density approach to Bayesian quantile and expectile regression with discrete responses
• Generalized structured additive regression based on Bayesian P-splines
• Applications of Bayesian gene selection and classification with mixtures of generalized singular g-priors
• Consistency of Bayesian linear model selection with a growing number of parameters
• Implicit copulas from Bayesian regularized regression smoothers
• Inferring network structure from interventional time-course experiments
• Bayesian variable selection in multinomial probit model for classifying high-dimensional data
• Identifying local smoothness for spatially inhomogeneous functions
• An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes
• Bayesian variable selection and model averaging in the arbitrage pricing theory model
• Bayesian variable selection for Poisson regression with underreported responses
• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
• The false discovery rate: a variable selection perspective
• Bayesian subset selection for threshold autoregressive moving-average models
• Regression density estimation using smooth adaptive Gaussian mixtures
• Stochastic model specification search for Gaussian and partial non-Gaussian state space models
• Bayesian nonparametric shrinkage applied to Cepheid star oscillations
• Robust full Bayesian learning for radial basis networks
• Smoothly mixing regressions
• Semiparametric Bayesian inference in smooth coefficient models
• Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers
• Component selection in the additive regression model
• An Integrative Bayesian Modeling Approach to Imaging Genetics
• Knot selection for least-squares and penalized splines
• Efficient Bayesian multivariate surface regression
• On Model Selection Consistency of Bayesian Method for Normal Linear Models
• Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
• Multivariate partially linear single-index models: Bayesian analysis
• Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves
• Semiparametric Bayes proportional odds models for current status data with underreporting
• Minimizing variable selection criteria by Markov chain Monte Carlo
• Objective Bayesian variable selection in linear regression model
• Gaussian Variational Approximation With a Factor Covariance Structure
• Adaptive Incremental Mixture Markov Chain Monte Carlo
• On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification
• ESTIMATION IN RICKER'S TWO-RELEASE METHOD: A BAYESIAN APPROACH
• BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE
• Geoadditive Models
• A Bayesian approach to non-parametric monotone function estimation
• Gaussian process based Bayesian semiparametric quantitative trait loci interval mapping
• Identifying Nonlinear Relationships in Regression using the ACE Algorithm
• AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION
• Bayesian robust transformation and variable selection: A unified approach
• Additive Nonparametric Regression With Autocorrelated Errors
• Priors for Bayesian adaptive spline smoothing
• Bayesian model selection for logistic regression models with random intercept
• Model selection in binary and Tobit quantile regression using the Gibbs sampler
• scientific article; zbMATH DE number 1036034 (Why is no real title available?)
• On efficient calculations for Bayesian variable selection
• Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
• A study of variable selection using \(g\)-prior distribution with ridge parameter
• Exact risk approaches to smoothing parameter selection
• Model Selection in Spline Nonparametric Regression
• An investigation of tests for linearity and the accuracy of likelihood based inference using random fields

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Uses Software

• LINPACK

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