Objective Bayesian Analysis for the Student-t Linear Regression
نویسندگان
چکیده
منابع مشابه
Bayesian linear regression with Student-t assumptions
As an automatic method of determining model complexity using the training data alone, Bayesian linear regression provides us a principled way to select hyperparameters. But one often needs approximation inference if distribution assumption is beyond Gaussian distribution. In this paper, we propose a Bayesian linear regression model with Student-t assumptions (BLRS), which can be inferred exactl...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2021
ISSN: 1936-0975
DOI: 10.1214/20-ba1198