A Gaussian process regression approach to a single-index model

DOI10.1080/10485251003768019zbMATH Open1359.62121OpenAlexW2042054333MaRDI QIDQ3021173FDOQ3021173

Authors: Taeryon Choi, Jianqing Shi, Bo Wang 

Publication date: 22 July 2011

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

Full work available at URL: https://doi.org/10.1080/10485251003768019

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zbMATH Keywords

marginal likelihoodMAPsingle-index modelGaussian process priorposterior consistencyempirical Bayes Gibbs sampler

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Gaussian processes (60G15) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cited In (20)

• Bayesian elastic net single index quantile regression
• Projection pursuit emulation for many-input computer experiments
• Bayesian inference for conditional copulas using Gaussian process single index models
• Multivariate partially linear single-index models: Bayesian analysis
• Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
• A new Bayesian single index model with or without covariates missing at random
• Bayesian Tobit quantile regression with single-index models
• Bayesian quantile regression for single-index models
• Warped Gaussian processes and derivative-based sequential designs for functions with heterogeneous variations
• Title not available (Why is that?)
• A Bayesian multivariate partially linear single-index probit model for ordinal responses
• Bayesian projection pursuit regression
• Estimation and testing for time-varying quantile single-index models with longitudinal data
• Sensitivity Prewarping for Local Surrogate Modeling
• A Partially Linear Model Using a Gaussian Process Prior
• Single-index modal regression via outer product gradients
• A singular woodbury and pseudo-determinant matrix identities and application to Gaussian process regression
• Deep Compositional Spatial Models
• Bayesian analysis of generalized partially linear single-index models
• Bayesian single-index quantile regression for ordinal data

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