Nonparametric regression using Bayesian variable selection

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

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

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

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

• On Model Selection Consistency of Bayesian Method for Normal Linear Models
• Objective Bayesian variable selection in linear regression model
• Stochastic matching pursuit for Bayesian variable selection
• Parsimonious additive models
• 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
• Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed 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
• Bayesian nonparametric shrinkage applied to Cepheid star oscillations
• Bayesian adaptive B-spline estimation in proportional hazards frailty 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)
• Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
• Bayesian multinomial regression with class-specific predictor selection
• On oracle property and asymptotic validity of Bayesian generalized method of moments
• Bayesian quantile regression for partially linear additive models
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
• Bayesian estimation and inference for log-ACD models
• Component selection in the additive regression model
• Bayesian variable selection for a semi-competing risks model with three hazard functions
• Variational approximation for heteroscedastic linear models and matching pursuit algorithms
• Efficient Bayesian multivariate surface regression
• Bayesian model selection in ordinal quantile regression
• On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification
• An Integrative Bayesian Modeling Approach to Imaging Genetics
• Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes
• Analysis of Poisson varying-coefficient models with autoregression
• Bayesian selection of primary resolution and wavelet bias functions for wavelet regression
• Gaussian Variational Approximation With a Factor Covariance Structure
• Bayesian curve estimation by model averaging
• Bayesian variable selection for mixed effects model with shrinkage prior
• Semiparametric Bayes proportional odds models for current status data with underreporting
• Objective Bayesian group variable selection for linear model
• Spatial-temporal association between fine particulate matter and daily mortality
• Model selection via adaptive shrinkage with \(t\) priors
• The false discovery rate: a variable selection perspective
• Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis
• Bayesian variable selection using an adaptive powered correlation prior
• A two-component \(G\)-prior for variable selection
• A new method for nonparametric density estimation
• Model selection using information criteria and genetic algorithms
• Posterior simulation across nonparametric models for functional clustering
• 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
• Nonparametric Bayesian modeling for monotonicity in catch ratio
• Simultaneous fitting of Bayesian penalised quantile splines
• 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
• Enriched stick-breaking processes for functional data
• 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
• Bayesian analysis of dynamic panel data by penalized quantile regression
• Classification of brain activation via spatial Bayesian variable selection in fMRI regression
• Functional clustering methods for binary longitudinal data with temporal heterogeneity
• Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach
• A discrete density approach to Bayesian quantile and expectile regression with discrete responses
• New selection approach for resolution and basis functions in wavelet regression
• Gaussian process based Bayesian semiparametric quantitative trait loci interval mapping
• A review of Bayesian group selection approaches for linear regression models
• A Bayesian approach for the segmentation of series with a functional effect
• Variable selection for categorical response: a comparative study
• Do maternal health problems influence child's worrying status? Evidence from the British cohort study
• Exact risk approaches to smoothing parameter selection
• Imputation and Variable Selection in Linear Regression Models with Missing Covariates
• Bayesian nonparametric centered random effects models with variable selection
• Applications of Bayesian gene selection and classification with mixtures of generalized singular \(g\)-priors
• Semiparametric GARCH via Bayesian Model Averaging
• NONLINEAR PROBIT GENE CLASSIFICATION USING MUTUAL INFORMATION AND WAVELET-BASED FEATURE SELECTION
• Bayesian comparison of private and common values in structural second-price auctions
• Bayesian model selection for logistic regression with misclassified outcomes
• Bayesian effect selection in structured additive distributional regression models
• An investigation of tests for linearity and the accuracy of likelihood based inference using random fields
• Lévy Adaptive B-spline Regression via Overcomplete Systems
• Scalable empirical Bayes inference and Bayesian sensitivity analysis
• Implicit copulas from Bayesian regularized regression smoothers
• Identifying local smoothness for spatially inhomogeneous functions
• Identifying Nonlinear Relationships in Regression using the ACE Algorithm
• A Bayesian variable selection approach to longitudinal quantile regression
• Additive models for conditional copulas
• Sampling algorithms in statistical physics: a guide for statistics and machine learning
• Inferring network structure from interventional time-course experiments
• Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines
• A Bayesian Curve Fitting Approach to Power Spectrum Estimation
• Bayesian inference for high-dimensional linear regression under mnet priors
• Bayesian variable selection in a large vector autoregression for origin-destination traffic flow modelling
• BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE
• Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers
• Hit and run ARMS: adaptive rejection Metropolis sampling with hit and run random direction
• Bayesian Quantile Regression for Big Data Analysis
• Forecasting trade durations via ACD models with mixture distributions
• Generalized structured additive regression based on Bayesian P-splines

Uses Software

• LINPACK

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