Bayesian inference for conditional copulas using Gaussian process single index models
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Publication:1662326
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- A Gaussian process regression approach to a single-index model
- A Predictive Approach to Model Selection
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- A unifying view of sparse approximate Gaussian process regression
- A widely applicable Bayesian information criterion
- About tests of the ``simplifying assumption for conditional copulas
- An introduction to MCMC for machine learning
- Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
- Bayesian Measures of Model Complexity and Fit
- Bayesian nonparametric estimation of a copula
- Bayesian nonparametric inference for a multivariate copula function
- Bayesian quantile regression for single-index models
- Beyond simplified pair-copula constructions
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Estimation of a conditional copula and association measures
- Estimation of a copula when a covariate affects only marginal distributions
- Generalized additive models for conditional dependence structures
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Inference from iterative simulation using multiple sequences
- Markov Chain Monte Carlo Algorithms: Theory and Practice
- Pair-copula constructions of multiple dependence
- Parallel MCMC with generalized elliptical slice sampling
- Pattern recognition and machine learning.
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- Predictive comparison of joint longitudinal-survival modeling: a case study illustrating competing approaches
- Statistical testing of covariate effects in conditional copula models
- Understanding predictive information criteria for Bayesian models
Cited in
(9)- Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures
- Bayesian Estimation for Bivariate Gamma Processes with Copula
- A new parametric method of estimating the joint probability density: revisited
- Approximate Bayesian conditional copulas
- A nonparametric Bayesian approach to copula estimation
- Single-index copulas
- Efficient Bayesian inference for Gaussian copula regression models
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Implicit copulas from Bayesian regularized regression smoothers
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