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
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• 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
• 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
• 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
• 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
• A Bayesian approach to non-parametric monotone function estimation
• 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
• Locally adaptive Bayes nonparametric regression via nested Gaussian processes
• 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

Uses Software

• LINPACK

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