Bayesian estimation of free-knot splines using reversible jumps.

DOI10.1016/S0167-9473(02)00066-XzbMath1072.62538MaRDI QIDQ1853788

Mary J. Lindstrom

Publication date: 22 January 2003

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

zbMATH Keywords

Conditionally linear parametersData based priorReversible jump Markov chain Monte Carlo

Mathematics Subject Classification ID

Related Items (15)

Bayesian analysis of generalized partially linear single-index models ⋮ Bayesian analysis of partially linear, single-index, spatial autoregressive models ⋮ Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions ⋮ Multivariate partially linear single-index models: Bayesian analysis ⋮ Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline ⋮ Latent single-index models for ordinal data ⋮ Bayesian adaptive B-spline estimation in proportional hazards frailty models ⋮ Posterior simulation across nonparametric models for functional clustering ⋮ Bayesian estimation and variable selection for single index models ⋮ A Bayesian multivariate partially linear single-index probit model for ordinal responses ⋮ Choice of B-splines with free parameters in the flexible discriminant analysis context ⋮ Hit and run ARMS: adaptive rejection Metropolis sampling with hit and run random direction ⋮ Bayesian estimation and inference for generalised partial linear models using shape-restricted splines ⋮ Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models ⋮ Knot selection for least-squares and penalized splines

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• A practical guide to splines
• Markov chains for exploring posterior distributions. (With discussion)
• Monte Carlo error estimation for multivariate Markov chains
• Approximation to Data by Splines with Free Knots
• Automatic Bayesian Curve Fitting
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