Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures

DOI10.1080/10485252.2015.1124877zbMath1343.62021OpenAlexW2281824711MaRDI QIDQ2811275

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

zbMATH Keywords

Markov chain Monte Carlovariable selectionmodel comparisonshrinkage priorsDirichlet process mixturesasymmetric Laplacecosine basis

Mathematics Subject Classification ID

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

Related Items

Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions

Cites Work

• Posterior consistency in conditional distribution estimation
• Bayesian inference for additive mixed quantile regression models
• Bayesian variable selection in quantile regression
• A Bayesian nonparametric approach for time series clustering
• Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
• Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
• A time series model for responses on the unit interval
• Convergence rates of posterior distributions for non iid observations
• A note on the Bayes factor in a semiparametric regression model
• Slice sampling. (With discussions and rejoinder)
• Quantile regression using RJMCMC algorithm
• Variational inferences for partially linear additive models with variable selection
• Conjugate priors and variable selection for Bayesian quantile regression
• Generalized structured additive regression based on Bayesian P-splines
• Spike and slab variable selection: frequentist and Bayesian strategies
• On posterior consistency in nonparametric regression problems
• Bayesian nonparametric regression with varying residual density
• A Bayesian analysis of some nonparametric problems
• Simultaneous linear quantile regression: a semiparametric Bayesian approach
• A Bayesian semiparametric temporally-stratified proportional hazards model with spatial frailties
• Quantile regression estimation of partially linear additive models
• Bayesian Semiparametric Modelling in Quantile Regression
• The Bayesian Lasso
• Regression Quantiles
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Bayesian quantile inference
• Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
• Approximate Bayesian inference for quantiles
• Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models
• Bayesian Inference for Semiparametric Regression Using a Fourier Representation
• Gibbs sampling methods for Bayesian quantile regression
• A Bayesian Nonparametric Approach to Inference for Quantile Regression
• Bayesian wavelet estimation of partially linear models
• Bayesian quantile regression
• Bayesian quantile regression for partially linear additive models