A New Bayesian Single Index Model with or without Covariates Missing at Random
نویسندگان
چکیده
منابع مشابه
Bayesian Single Index Model with Covariates Missing at Random
Bayesian single index model is a highly promising dimension reduction tool for an interpretable modeling of the non linear relationship between the response and its predictors. However, existing Bayesian tools in this area suffer from slow mixing of the Markov Chain Monte Carlo (MCMC) computational tool and also lack the ability to deal with missing covariates. To circumvent these practical pro...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2020
ISSN: 1936-0975
DOI: 10.1214/19-ba1170