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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• 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

(only showing first 100 items - show all)

• Component selection in the additive regression model
• Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed models
• Predictive performance of Dirichlet process shrinkage methods in linear regression
• Bayesian selection of primary resolution and wavelet bias functions for wavelet regression
• Parsimonious additive models
• Bayesian model selection in ordinal quantile regression
• Bayesian multinomial regression with class-specific predictor selection
• Bayesian nonparametric shrinkage applied to Cepheid star oscillations
• An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes
• Spatial-temporal association between fine particulate matter and daily mortality
• Semiparametric Bayes proportional odds models for current status data with underreporting
• Bayesian adaptive B-spline estimation in proportional hazards frailty models
• Comparison of nonnested asymmetric heteroskedastic models
• Bayesian quantile regression for partially linear additive 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)
• Gaussian Variational Approximation With a Factor Covariance Structure
• Bayesian variable selection using an adaptive powered correlation prior
• Bayesian variable selection for mixed effects model with shrinkage prior
• On Model Selection Consistency of Bayesian Method for Normal Linear Models
• The false discovery rate: a variable selection perspective
• Objective Bayesian group variable selection for linear model
• Objective Bayesian variable selection in linear regression model
• A new method for nonparametric density estimation
• On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification
• Bayesian variable selection for a semi-competing risks model with three hazard functions
• Bayesian estimation and inference for log-ACD models
• An Integrative Bayesian Modeling Approach to Imaging Genetics
• Bayesian variable selection and model averaging in the arbitrage pricing theory model
• Model selection using information criteria and genetic algorithms
• 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
• Variational approximation for heteroscedastic linear models and matching pursuit algorithms
• Analysis of Poisson varying-coefficient models with autoregression
• Posterior simulation across nonparametric models for functional clustering
• Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes
• Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis
• Semiparametric transformation models with Bayesian P-splines
• A two-component \(G\)-prior for variable selection
• Bayesian curve estimation by model averaging
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
• On oracle property and asymptotic validity of Bayesian generalized method of moments
• Model selection via adaptive shrinkage with \(t\) priors
• Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
• Efficient Bayesian multivariate surface regression
• Adaptive Incremental Mixture Markov Chain Monte Carlo
• Stochastic matching pursuit for Bayesian variable selection
• On model selection in Bayesian regression
• Spline adaptation in extended linear models
• scientific article; zbMATH DE number 1036034 (Why is no real title available?)
• Fast Bayesian model assessment for nonparametric additive regression
• Bayesian high-dimensional screening via MCMC
• Bayesian variable selection in multinomial probit model for classifying high-dimensional data
• Bayesian variable selection for the Cox regression model with missing covariates
• A Bayesian Model for Sparse Functional Data
• Bayesian analysis of generalized partially linear single-index models
• Bounded optimal knots for regression splines
• Geometrically designed, variable knot regression splines
• A Bayesian approach to non-parametric monotone function estimation
• A comparison of regression spline smoothing procedures
• Function estimation with locally adaptive dynamic models
• Multilevel structured additive regression
• Benchmark priors for Bayesian model averaging.
• Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
• Bayesian robust transformation and variable selection: A unified approach
• Bayesian model selection for logistic regression models with random intercept
• Geoadditive Models
• On efficient calculations for Bayesian variable selection
• Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
• Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves
• Nonparametric seemingly unrelated regression
• Semiparametric Bayesian inference in smooth coefficient models
• Robustness for general design mixed models using thet-distribution
• Generalized structured additive regression based on Bayesian P-splines
• Priors for Bayesian adaptive spline smoothing
• A study of variable selection using \(g\)-prior distribution with ridge parameter
• Bayesian Tobit quantile regression using \(g\)-prior distribution with ridge parameter
• Penalized likelihood and Bayesian function selection in regression models
• Tree ensembles with rule structured horseshoe regularization
• Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
• Bayesian estimation and stochastic model specification search for dynamic survival models
• Bayesian variable selection regression for genome-wide association studies and other large-scale problems
• In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
• Gaussian Bayesian network comparisons with graph ordering unknown
• Locally adaptive Bayes nonparametric regression via nested Gaussian processes
• Conjugate priors and variable selection for Bayesian quantile regression
• Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels
• Knot selection for least-squares and penalized splines
• Model selection in binary and Tobit quantile regression using the Gibbs sampler
• AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION
• Bayesian variable selection in linear regression
• Bayesian predictive simultaneous variable and transformation selection in the linear model.
• Free-Knot Polynomial Splines with Confidence Intervals
• Knot selection by boosting techniques
• Bayesian variable selection in a class of mixture models for ordinal data: a comparative study
• ESTIMATION IN RICKER'S TWO-RELEASE METHOD: A BAYESIAN APPROACH
• Consistency of Bayesian linear model selection with a growing number of parameters

Describes a project that uses

Uses Software

• LINPACK

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