A variational Bayes approach to a semiparametric regression using Gaussian process priors

DOI10.1214/17-EJS1324zbMATH Open1473.62138OpenAlexW2768082179MaRDI QIDQ1676789FDOQ1676789

Authors: Victor M. H. Ong, David K. Mensah, David J. Nott, Seongil Jo, Beomjo Park, Taeryon Choi 

Publication date: 10 November 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1510111112

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zbMATH Keywords

model selectionvariational BayesGaussian processcosine seriesshape restricted regression

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08)

Cited In (13)

• Stochastic variational inference for scalable non-stationary Gaussian process regression
• Semiparametric regression using variational approximations
• Variational Bayesian Multinomial Probit Regression with Gaussian Process Priors
• Semiparametric mean field variational Bayes: general principles and numerical issues
• Alternative posterior consistency results in nonparametric binary regression using Gaussian process priors
• A Partially Linear Model Using a Gaussian Process Prior
• Variational inference for Bayesian bridge regression
• Variational inference for count response semiparametric regression
• Variational inference for heteroscedastic semiparametric regression
• Properties of the Bayesian parameter estimation of a regression based on Gaussian processes
• Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
• Variational Bayesian Inference for Parametric and Nonparametric Regression With Missing Data
• A variational inference for the Lévy adaptive regression with multiple kernels

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