Bayesian nonparametric quantile process regression and estimation of marginal quantile effects
From MaRDI portal
Publication:6079853
DOI10.1111/biom.13576zbMath1522.62267arXiv2102.11309OpenAlexW3204929893MaRDI QIDQ6079853
Brian J. Reich, Unnamed Author
Publication date: 30 October 2023
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.11309
density regressionHamiltonian Monte Carlointerpretable machine learningsimultaneous quantile estimation
Cites Work
- Unnamed Item
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
- Deep distribution regression
- Bayesian non-parametric simultaneous quantile regression for complete and grid data
- Multilayer feedforward networks are universal approximators
- Simultaneous linear quantile regression: a semiparametric Bayesian approach
- Bayesian Quantile Regression for Censored Data
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Noncrossing quantile regression curve estimation
- Multilevel quantile function modeling with application to birth outcomes
- Degree of $L_p$ Approximation by Monotone Splines
- Restricted Range Approximation by Splines and Variational Inequalities
- Nonparametric density estimation for censored survival data: Regression‐spline approach
- Visualizing the Effects of Predictor Variables in Black Box Supervised Learning Models
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
This page was built for publication: Bayesian nonparametric quantile process regression and estimation of marginal quantile effects