A nonparametric dependent process for Bayesian regression
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Publication:1012114
DOI10.1016/J.SPL.2009.01.005zbMATH Open1159.62027OpenAlexW2067195774MaRDI QIDQ1012114FDOQ1012114
Authors: Ruth Fuentes-García, Ramsés H. Mena, Stephen G. Walker
Publication date: 14 April 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.01.005
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Cited In (13)
- System identification using autoregressive Bayesian neural networks with nonparametric noise models
- Dynamic density estimation with diffusive Dirichlet mixtures
- Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling
- The dependent Dirichlet process and related models
- Bayesian nonparametric modelling with the Dirichlet process regression smoother
- Bayesian nonparametric binary regression via random tessellations
- Bayesian nonparametric multivariate ordinal regression
- On a Gibbs sampler based random process in Bayesian nonparametrics
- Beta-binomial stick-breaking non-parametric prior
- Dependent mixtures of geometric weights priors
- Effect on prediction when modeling covariates in Bayesian nonparametric models
- On the inferential implications of decreasing weight structures in mixture models
- Bayesian nonparametric density autoregression with lag selection
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