Locally adaptive Bayesian P-splines with a normal-exponential-gamma prior

DOI10.1016/j.csda.2009.03.009zbMath1453.62191OpenAlexW2061016774MaRDI QIDQ961816

Fabian Scheipl, Thomas Kneib

Publication date: 1 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.csda.2009.03.009

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items (9)

Unnamed Item ⋮ Adaptive penalized splines for data smoothing ⋮ Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines ⋮ Bayesian adaptive smoothing splines using stochastic differential equations ⋮ Semi-parametric frailty model for clustered interval-censored data ⋮ Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes ⋮ Locally adaptive smoothing with Markov random fields and shrinkage priors ⋮ Adaptive spline fitting with particle swarm optimization ⋮ A unified view on Bayesian varying coefficient models

Uses Software

• R
• lme4
• SemiPar
• mgcv
• multcomp
• AdaptFit
• BARS
• STAR

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models
• lme4
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Generalized structured additive regression based on Bayesian P-splines
• Bayesian curve-fitting with free-knot splines
• Automatic Bayesian Curve Fitting
• Ideal spatial adaptation by wavelet shrinkage
• Bayesian Measures of Model Complexity and Fit

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