A Gaussian process regression approach to a single-index model

DOI10.1080/10485251003768019zbMath1359.62121OpenAlexW2042054333MaRDI QIDQ3021173

Jian-Qing Shi, Taeryon Choi, 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

zbMATH Keywords

MAPmarginal likelihoodGaussian process priorsingle-index modelposterior consistencyempirical Bayes Gibbs sampler

Mathematics Subject Classification ID

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

Related Items (16)

Bayesian analysis of generalized partially linear single-index models ⋮ Warped Gaussian Processes and Derivative-Based Sequential Designs for Functions with Heterogeneous Variations ⋮ Estimation and testing for time-varying quantile single-index models with longitudinal data ⋮ Bayesian inference for conditional copulas using Gaussian process single index models ⋮ Multivariate partially linear single-index models: Bayesian analysis ⋮ Bayesian single-index quantile regression for ordinal data ⋮ A Partially Linear Model Using a Gaussian Process Prior ⋮ Projection pursuit emulation for many-input computer experiments ⋮ Bayesian quantile regression for single-index models ⋮ Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior ⋮ Deep Compositional Spatial Models ⋮ Bayesian projection pursuit regression ⋮ Bayesian elastic net single index quantile regression ⋮ A new Bayesian single index model with or without covariates missing at random ⋮ A Bayesian multivariate partially linear single-index probit model for ordinal responses ⋮ Bayesian Tobit quantile regression with single-index models

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