Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts
type: Item
instance of: scholarly article
title: Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts
zbMATH Open document ID: 1295.62039
DOI: 10.1214/12-EJS705
author: Minh-Ngoc Tran
author: David J. Nott
author: Robert Kohn
published in: Electronic Journal of Statistics
publication date: 2013-05-28T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1340974140
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G08
zbMATH DE Number: 6166992
zbMATH Keywords: Bayesian model selection
zbMATH Keywords: heteroscedasticity
zbMATH Keywords: mixture of normals
zbMATH Keywords: variational approximation
describes a project that uses: SemiPar
describes a project that uses: PRMLT
MaRDI profile type: Publication
cites work: Q5483032
cites work: Q5180702
cites work: Extended Bayesian information criteria for model selection with large model spaces
cites work: Least angle regression. (With discussion)
cites work: Smoothly mixing regressions
cites work: Asymptotic normality and valid inference for Gaussian variational approximation
cites work: Hierarchical mixtures-of-experts for exponential family regression models: Approximation and maximum likelihood estimation
cites work: An introduction to variational methods for graphical models
cites work: Matching pursuits with time-frequency dictionaries
cites work: Variational approximations in Bayesian model selection for finite mixture distributions
cites work: Finite mixture models
cites work: Variational approximation for heteroscedastic linear models and matching pursuit algorithms
cites work: Explaining Variational Approximations
cites work: Q4363930
cites work: Semiparametric Regression
cites work: Brownian distance covariance
cites work: Statistical analysis of finite mixture distributions
cites work: Regression density estimation using smooth adaptive Gaussian mixtures
cites work: Bayesian mixture of splines for spatially adaptive nonparametric regression
cites work: A new variational Bayesian algorithm with application to human mobility pattern modeling
cites work: On the consistency of feature selection using greedy least squares regression
description: scientific article; zbMATH DE number 6166992