Fully Bayesian analysis of the relevance vector machine with an extended hierarchical prior structure

DOI10.1016/j.stamet.2010.05.005zbMath1213.62043MaRDI QIDQ537468

Ernest Fokoué, Dongchu Sun, Prem K. Goel

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2010.05.005

zbMATH Keywords

consistency; regularization; ill-posedness; improper prior; reference prior; sparsity; Neyman-Scott problem; infinite dimensional

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62F15: Bayesian inference

68T05: Learning and adaptive systems in artificial intelligence

Cites Work

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