Variational approximation for heteroscedastic linear models and matching pursuit algorithms

DOI10.1007/s11222-011-9243-2zbMath1322.62031arXiv1011.4832MaRDI QIDQ746230

Chenlei Leng, Minh-Ngoc Tran, David J. Nott

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.4832

zbMATH Keywords

heteroscedasticity; Bayesian model selection; variational approximation; matching pursuit

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

Related Items

Flexible multivariate regression density estimation, Heteroscedastic additive models - Estimating the fixed effects and covariance matrix parameters, Robust estimation and variable selection in heteroscedastic linear regression, Variational inferences for partially linear additive models with variable selection, Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts, Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals, Variational Inference for Heteroscedastic Semiparametric Regression

Uses Software

• alr3
• SemiPar
• GAMLSS
• PRMLT

Cites Work

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