Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes

DOI10.1080/01621459.2013.838568zbMath1283.62091arXiv1201.4403WikidataQ34334668 ScholiaQ34334668MaRDI QIDQ5406371

David B. Dunson, Bin Zhu

Publication date: 1 April 2014

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.4403

zbMATH Keywords

stochastic differential equations; reproducing kernel Hilbert space; nested smoothing splines; penalized sum-of-squares

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62F15: Bayesian inference

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65C40: Numerical analysis or methods applied to Markov chains

46N30: Applications of functional analysis in probability theory and statistics

Related Items

Predictions based on the clustering of heterogeneous functions via shape and subject-specific covariates, Bayesian dynamic financial networks with time-varying predictors, Locally adaptive smoothing with Markov random fields and shrinkage priors

Uses Software

• R
• bsml

Cites Work

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