Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures

DOI10.1080/10485252.2015.1124877zbMATH Open1343.62021OpenAlexW2281824711MaRDI QIDQ2811275FDOQ2811275

Authors: Seongil Jo, Taeyoung Roh, Taeryon Choi

Publication date: 10 June 2016

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

Full work available at URL: https://doi.org/10.1080/10485252.2015.1124877

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Markov chain Monte Carlo variable selection asymmetric Laplace shrinkage priors Dirichlet process mixtures model comparison cosine basis

Mathematics Subject Classification ID

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

Cites Work

Generalized structured additive regression based on Bayesian P-splines
Slice sampling. (With discussions and rejoinder)
Regression Quantiles
Bayesian nonparametric regression with varying residual density
Bayesian semiparametric modelling in quantile regression
The Bayesian Lasso
Posterior consistency in conditional distribution estimation
Bayesian quantile inference
Spike-and-slab priors for function selection in structured additive regression models
Gibbs sampling methods for Bayesian quantile regression
A Bayesian nonparametric approach to inference for quantile regression
Bayesian quantile regression
On posterior consistency in nonparametric regression problems
A Bayesian analysis of some nonparametric problems
Convergence rates of posterior distributions for non iid observations
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Bayesian inference for additive mixed quantile regression models
Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
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Bayesian variable selection in quantile regression
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Bayesian Inference for Semiparametric Regression Using a Fourier Representation
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Bayesian quantile regression for partially linear additive models
Bayesian wavelet estimation of partially linear models
A time series model for responses on the unit interval
Quantile regression using RJMCMC algorithm
Variational inferences for partially linear additive models with variable selection
A Bayesian semiparametric temporally-stratified proportional hazards model with spatial frailties
Quantile regression estimation of partially linear additive models

Cited In (6)

Bayesian semiparametric modelling in quantile regression
A Bayesian nonparametric approach to inference for quantile regression
Flexible Bayesian quantile curve fitting with shape restrictions under the Dirichlet process mixture of the generalized asymmetric Laplace distribution
Bayesian quantile regression for partially linear additive models
Bayesian multivariate quantile regression using dependent Dirichlet process prior
Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions

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