PREDICTIVE INFORMATION CRITERIA FOR ROBUST RELEVANCE VECTOR REGRESSION MODELS

DOI10.5109/2233862zbMath1448.62110OpenAlexW3019237535MaRDI QIDQ5121437

Sadanori Konishi, Shuichi Kawano, Kazuki Matsuda

Publication date: 14 September 2020

Published in: Bulletin of informatics and cybernetics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2324/2233862

zbMATH Keywords

robustnessmodel selectionBayesian predictive distributionbasis expansions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02) Applications of statistics to physics (62P35) Statistical aspects of information-theoretic topics (62B10)

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