Nonparametric regression using Bayesian variable selection

DOI10.1016/0304-4076(95)01763-1zbMATH Open0864.62025OpenAlexW2166624680MaRDI QIDQ1126478FDOQ1126478

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

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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)

Cites Work

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Cited In (only showing first 100 items - show all)

• Generalized structured additive regression based on Bayesian P-splines
• In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
• Bayesian variable selection in a class of mixture models for ordinal data: a comparative study
• Semiparametric regression during 2003--2007
• Analysis of binary longitudinal data with time-varying effects
• Bayesian variable selection in multinomial probit model for classifying high-dimensional data
• ESTIMATION IN RICKER'S TWO-RELEASE METHOD: A BAYESIAN APPROACH
• Model uncertainty
• Nonparametric Bayesian data analysis
• Bounded optimal knots for regression splines
• Free-Knot Polynomial Splines with Confidence Intervals
• Discovering interactions using covariate informed random partition models
• Nonparametric seemingly unrelated regression
• Conjugate priors and variable selection for Bayesian quantile regression
• Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes
• Priors for Bayesian adaptive spline smoothing
• A study of variable selection using \(g\)-prior distribution with ridge parameter
• Robust full Bayesian learning for radial basis networks
• Regression spline smoothing using the minimum description length principle
• Comparison of Bayesian objective procedures for variable selection in linear regression
• Bayesian variable selection for the Cox regression model with missing covariates
• Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter
• Semiparametric Bayesian inference in smooth coefficient models
• Robustness for general design mixed models using thet-distribution
• Gibbs posterior for variable selection in high-dimensional classification and data mining
• Regression density estimation using smooth adaptive Gaussian mixtures
• Stochastic model specification search for Gaussian and partial non-Gaussian state space models
• Spline adaptation in extended linear models
• Compatibility of prior specifications across linear models
• 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 for high dimensional generalized linear models: convergence rates of the fitted densities
• Nonparametric function estimation subject to monotonicity, convexity and other shape constraints
• Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves
• 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
• Statistical inference of regulatory networks for circadian regulation
• Posterior consistency of nonparametric conditional moment restricted models
• Decomposing posterior variance
• Bayesian robust transformation and variable selection: A unified approach
• Model selection in binary and Tobit quantile regression using the Gibbs sampler
• Consistency of Bayesian linear model selection with a growing number of parameters
• Title not available (Why is that?)
• Bayesian regularization via graph Laplacian
• AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION
• Knot selection by boosting techniques
• Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection
• Spatial Bayesian variable selection and grouping for high-dimensional scalar-on-image regression
• Bayesian high-dimensional screening via MCMC
• Bayesian variable selection regression for genome-wide association studies and other large-scale problems
• Bayesian variable selection in linear regression
• ADAPTIVE AND MONOTONE SPLINE ESTIMATION OF THE CROSS-SECTIONAL TERM STRUCTURE
• Model Selection in Spline Nonparametric Regression
• Minimizing variable selection criteria by Markov chain Monte Carlo
• Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
• Knot selection for least-squares and penalized splines
• On model selection in Bayesian regression
• Functional clustering in nested designs: modeling variability in reproductive epidemiology studies
• Bayesian Approaches to Shrinkage and Sparse Estimation
• A Bayesian Approach to Non-Parametric Monotone Function Estimation
• Bayesian estimation and stochastic model specification search for dynamic survival models
• Smoothly mixing regressions
• A Bayesian Model for Sparse Functional Data
• Spatial-temporal association between fine particulate matter and daily mortality
• Fixed and Random Effects Selection in Linear and Logistic Models
• A variable selection approach to monotonic regression with Bernstein polynomials
• Multilevel structured additive regression
• Bayesian structured variable selection in linear regression models
• Geometrically designed, variable knot regression splines
• Penalized likelihood and Bayesian function selection in regression models
• Tree ensembles with rule structured horseshoe regularization
• Gaussian Bayesian network comparisons with graph ordering unknown
• Geoadditive Models
• Bayesian predictive simultaneous variable and transformation selection in the linear model.
• Bayesian analysis of generalized partially linear single-index models
• Benchmark priors for Bayesian model averaging.
• Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels
• On Model Selection Consistency of Bayesian Method for Normal Linear Models
• Nonparametric Bayesian modeling for monotonicity in catch ratio
• Objective Bayesian variable selection in linear regression model
• Semiparametric Bayes' Proportional Odds Models for Current Status Data with Underreporting
• Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study
• Stochastic matching pursuit for Bayesian variable selection
• Parsimonious additive models
• Simultaneous fitting of Bayesian penalised quantile splines
• Comparison of nonnested asymmetric heteroskedastic models
• Adaptive Incremental Mixture Markov Chain Monte Carlo
• Semiparametric transformation models with Bayesian P-splines
• Predictive performance of Dirichlet process shrinkage methods in linear regression
• Bayesian variable selection for Poisson regression with underreported responses
• Bayesian methods for estimating multi-segment discharge rating curves
• Multivariate partially linear single-index models: Bayesian analysis
• Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed models
• Bayesian subset selection for threshold autoregressive moving-average models
• Reversible Jump PDMP Samplers for Variable Selection
• A flexible Bayesian variable selection approach for modeling interval data
• Bayesian variable selection in a finite mixture of linear mixed-effects models

Uses Software

• LINPACK

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