A nonparametric Bayesian technique for high-dimensional regression
نویسندگان
چکیده
منابع مشابه
Bayesian Nonparametric Methods for High-dimensional Data
DAVID C. KESSLER: Bayesian Nonparametric Methods for High-Dimensional Data (Under the direction of Dr. David B. Dunson and Dr. Amy H. Herring) Bayesian nonparametric (BNP or NP Bayes) methods have enjoyed great strides forward in recent years. BNP methods embody the belief that inference is best driven by the data itself with minimal assumptions about the underlying model; this approach has mot...
متن کاملA New Nonparametric Regression for Longitudinal Data
In many area of medical research, a relation analysis between one response variable and some explanatory variables is desirable. Regression is the most common tool in this situation. If we have some assumptions for such normality for response variable, we could use it. In this paper we propose a nonparametric regression that does not have normality assumption for response variable and we focus ...
متن کاملIncremental Nonparametric Bayesian Regression
In this paper we develop an incremental estimation algorithm for infinite mixtures of Gaussian process experts. Incremental, local, non-linear regression algorithms are required for a wide variety of applications, ranging from robotic control to neural decoding. Arguably the most popular and widely used of such algorithms is currently Locally Weighted Projection Regression (LWPR) which has been...
متن کاملBayesian nonparametric covariance regression
Capturing predictor-dependent correlations amongst the elements of a multivariate response vector is fundamental to numerous applied domains, including neuroscience, epidemiology, and finance. Although there is a rich literature on methods for allowing the variance in a univariate regression model to vary with predictors, relatively little has been done in the multivariate case. As a motivating...
متن کاملNonparametric Bayesian Regression Methods
A common problem in statistics, and other disciplines , is to approximate adequately a function of several variables. In this paper we review some possible nonparametric Bayesian models with which we can perform this multiple regression problem. We shall also demonstrate how these basic models can be extended to allow the analysis of time series , both conventional and nancial, survival analysi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2016
ISSN: 1935-7524
DOI: 10.1214/16-ejs1184