Penalized wavelets: embedding wavelets into semiparametric regression
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Publication:1952243
DOI10.1214/11-EJS652zbMath1271.62089OpenAlexW1980408657MaRDI QIDQ1952243
Matthew P. Wand, John T. Ormerod
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1323785605
maximum likelihood estimationMarkov chain Monte CarloBayesian inferenceGibbs samplinggeneralized additive modelsmean field variational Bayesbest predictionsparseness-inducing penaltywide data regression
Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Asymptotic properties of parametric tests (62F05)
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Uses Software
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