Fast Bayesian model assessment for nonparametric additive regression

DOI10.1016/j.csda.2013.05.012zbMath1471.62136OpenAlexW2125432874WikidataQ57443369 ScholiaQ57443369MaRDI QIDQ1621314

Sayantan Banerjee, Subhashis Ghosal, S. McKay Curtis

Publication date: 8 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.05.012

zbMATH Keywords

model uncertaintyvariable selectionLaplace approximationgroup Lassopenalized regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (8)

Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines ⋮ Bayesian linear regression for multivariate responses under group sparsity ⋮ High-dimensional Bayesian inference in nonparametric additive models ⋮ Functional Horseshoe Priors for Subspace Shrinkage ⋮ Empirical Bayes oracle uncertainty quantification for regression ⋮ Interval-valued data regression using nonparametric additive models ⋮ Inference of gene regulatory networks using Bayesian nonparametric regression and topology information ⋮ Bayesian structure learning in graphical models

Uses Software

• OSCAR
• gss

Cites Work

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