Variational approximation for heteroscedastic linear models and matching pursuit algorithms
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Publication:746230
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
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
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