Bayesian nonlinear regression for large \(p\) small \(n\) problems

DOI10.1016/j.jmva.2012.01.015zbMath1238.62076OpenAlexW2025462409MaRDI QIDQ414543

Malay Ghosh, Sounak Chakraborty, Bani. K. Mallick

Publication date: 11 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.015

zbMATH Keywords

empirical BayesMarkov chain Monte CarloMetropolis-Hastings algorithmGibbs samplingreproducing kernel Hilbert spaceBayesian hierarchical modelsupport vector machinenear infrared spectroscopyrelevance vector machineVapnik's \(\epsilon\)-insensitive loss

Mathematics Subject Classification ID

Multivariate analysis (62H99) Bayesian inference (62F15) General nonlinear regression (62J02) Learning and adaptive systems in artificial intelligence (68T05) Applications of statistics (62P99) Numerical analysis or methods applied to Markov chains (65C40) Applications of functional analysis in probability theory and statistics (46N30) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (4)

Using the Bayesian Shtarkov solution for predictions ⋮ Bayesian multiple response kernel regression model for high dimensional data and its practical applications in near infrared spectroscopy ⋮ On Bayesian estimation of regression models subject to uncertainty about functional constraints ⋮ Bayesian Approximate Kernel Regression With Variable Selection

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