Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations (Q6089226)
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scientific article; zbMATH DE number 7767217
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English | Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations |
scientific article; zbMATH DE number 7767217 |
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Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations (English)
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17 November 2023
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calibration
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shrinkage prior
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trend filtering
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variational Bayes
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nonparametric quantile regression
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model misspecification
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