GENERALIZED EXTREME VALUE ADDITIVE MODEL ANALYSIS VIA MEAN FIELD VARIATIONAL BAYES

DOI10.1111/j.1467-842X.2011.00637.xzbMath1334.62031WikidataQ59714541 ScholiaQ59714541MaRDI QIDQ2802758

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Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

Bayesian inferencevariational approximationgeneralized additive modelsauxiliary mixture samplingsample extremes

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15)

Related Items (3)

Variational inferences for partially linear additive models with variable selection ⋮ Variational approximations in geoadditive latent Gaussian regression: mean and quantile regression ⋮ Statistical Regression Analysis of Threshold Excesses with Systematically Missing Covariates

Uses Software

• R
• VGAM
• WinBUGS
• SemiPar
• BRugs
• PRMLT

Cites Work

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• Semiparametric Regression
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• Thin Plate Regression Splines
• Local Likelihood Smoothing of Sample Extremes
• Variational Inference for Large-Scale Models of Discrete Choice
• Geoadditive Survival Models
• Generalized Additive Modelling of Sample Extremes

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