Generalized structured additive regression based on Bayesian P-splines

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Generalized structured additive regression based on Bayesian P-splines

Generalized additive models (GAM) for modelling nonlinear effects of continuous covariates are now well established tools for the applied statistician. In this paper we develop Bayesian GAM’s and extensions to generalized structured additive regression based on one or two dimensional P-splines as the main building block. The approach extends previous work by Lang and Brezger (2003) for Gaussian...

متن کامل

Bayesian structured additive distributional regression

In this paper, we propose a generic Bayesian framework for inference in distributional regression models in which each parameter of a potentially complex response distribution and not only the mean is related to a structured additive predictor. The latter is composed additively of a variety of different functional effect types such as nonlinear effects, spatial effects, random coefficients, int...

متن کامل

Bayesian Inference for Generalized Additive Regression based on Dynamic Models

We present a general approach for Bayesian inference via Markov chain Monte Carlo MCMC simulation in generalized additive semiparametric and mixed models It is particularly appropriate for discrete and other fundamentally non Gaussian responses where Gibbs sampling techniques developed for Gaussian models cannot be applied We use the close relation between nonparametric regression and dynamic o...

متن کامل

BayesX: Analysing Bayesian structured additive regression models

SUMMARY There has been much recent interest in Bayesian inference for generalized additive and related models. The increasing popularity of Bayesian methods for these and other model classes is mainly caused by the introduction of Markov chain Monte Carlo (MCMC) simulation techniques which allow the estimation of very complex and realistic models. This paper describes the capabilities of the pu...

متن کامل

Spatially Adaptive Bayesian Penalized Regression Splines (P-splines)

In this paper we study penalized regression splines (P-splines), which are low–order basis splines with a penalty to avoid undersmoothing. Such P–splines are typically not spatially adaptive, and hence can have trouble when functions are varying rapidly. Our approach is to model the penalty parameter inherent in the P–spline method as a heteroscedastic regression function. We develop a full Bay...

متن کامل

ذخیره 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: Computational Statistics & Data Analysis

سال: 2006

ISSN: 0167-9473

DOI: 10.1016/j.csda.2004.10.011