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Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations - MaRDI portal

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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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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