A nonparametric dependent process for Bayesian regression

DOI10.1016/j.spl.2009.01.005zbMath1159.62027OpenAlexW2067195774MaRDI QIDQ1012114

Ramsés H. Mena, Ruth Fuentes-García, Stephen G. Walker

Publication date: 14 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.01.005

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items

Dynamic density estimation with diffusive Dirichlet mixtures, Dependent mixtures of geometric weights priors, Beta-binomial stick-breaking non-parametric prior, On the inferential implications of decreasing weight structures in mixture models, Bayesian nonparametric multivariate ordinal regression, Bayesian nonparametric density autoregression with lag selection, System identification using autoregressive Bayesian neural networks with nonparametric noise models, Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling, Effect on prediction when modeling covariates in Bayesian nonparametric models, The dependent Dirichlet process and related models

Cites Work

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