A Partially Linear Model Using a Gaussian Process Prior
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Publication:2943791
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Cites work
- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
- A Gaussian process regression approach to a single-index model
- A note on the Bayes factor in a semiparametric regression model
- Bayesian Inference for Semiparametric Regression Using a Fourier Representation
- Bayesian calibration of computer models. (With discussion)
- Bayesian functional ANOVA modeling using Gaussian process prior distributions
- Bayesian inference in semiparametric mixed models for longitudinal data
- Bayesian smoothing and regression for longitudinal, spatial and event history data.
- Bayesian variants of some classical semiparametric regression techniques
- Bayesian wavelet estimation of partially linear models
- Computer Model Calibration Using High-Dimensional Output
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Gaussian Process Functional Regression Modeling for Batch Data
- Gaussian Process Regression Analysis for Functional Data
- Gaussian processes for machine learning.
- Monte Carlo methods in Bayesian computation
- Pattern recognition and machine learning.
- Penalized Gaussian process regression and classification for high-dimensional nonlinear data
- Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
- Rates of contraction of posterior distributions based on Gaussian process priors
- Semiparametric Regression
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Testing the linearity in partially linear models
Cited in
(6)- Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
- On asymptotic properties of Bayesian partially linear models
- A Gaussian Process Regression Model for Distribution Inputs
- A note on Bayes factor consistency in partial linear models
- A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes
- Functional Horseshoe Priors for Subspace Shrinkage
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