Pages that link to "Item:Q4455348"

The following pages link to Bayesian mixture of splines for spatially adaptive nonparametric regression (Q4455348):

Displaying 32 items.

• Priors for Bayesian adaptive spline smoothing (Q421435) (← links)
• Bayesian modeling of joint and conditional distributions (Q527950) (← links)
• Generalized smooth finite mixtures (Q528085) (← links)
• Posterior simulation across nonparametric models for functional clustering (Q641799) (← links)
• Nonparametric Bayesian inference for the spectral density based on irregularly spaced data (Q830624) (← links)
• Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
• A statistical approach to the problem of restoring damaged and contaminated images (Q955834) (← links)
• A model for non-parametric spatially varying regression effects (Q959170) (← links)
• Approximation of conditional densities by smooth mixtures of regressions (Q973883) (← links)
• Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (Q993802) (← links)
• Computational techniques for spatial logistic regression with large data sets (Q1019998) (← links)
• Modelling nonlinear count time series with local mixtures of Poisson autoregressions (Q1020204) (← links)
• Functional parallel factor analysis for functions of one- and two-dimensional arguments (Q1643426) (← links)
• Adaptive spectral estimation for nonstationary multivariate time series (Q1659008) (← links)
• Local linear estimation for spatial random processes with stochastic trend and stationary noise (Q1711619) (← links)
• Bayesian copula spectral analysis for stationary time series (Q1727902) (← links)
• Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts (Q1950853) (← links)
• Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes (Q2152550) (← links)
• Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity (Q2155307) (← links)
• Bayesian regression with nonparametric heteroskedasticity (Q2343818) (← links)
• Regression density estimation using smooth adaptive Gaussian mixtures (Q2630124) (← links)
• On Convergence Rates of Mixtures of Polynomial Experts (Q2840878) (← links)
• Efficient Bayesian Multivariate Surface Regression (Q2868862) (← links)
• Time Series Mixtures of Generalized<i>t</i>Experts: ML Estimation and an Application to Stock Return Density Forecasting (Q3063861) (← links)
• A Penalized Spline Approach to Functional Mixed Effects Model Analysis (Q3100786) (← links)
• POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES (Q3191832) (← links)
• Approximating data with weighted smoothing splines (Q3509726) (← links)
• AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series (Q4904734) (← links)
• Flexible multivariate regression density estimation (Q5079093) (← links)
• ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES (Q5357394) (← links)
• Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes (Q5406371) (← links)
• OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS (Q5859568) (← links)