Spiked Dirichlet Process Priors for Gaussian Process Models
نویسندگان
چکیده
منابع مشابه
Spiked Dirichlet Process Priors for Gaussian Process Models.
We expand a framework for Bayesian variable selection for Gaussian process (GP) models by employing spiked Dirichlet process (DP) prior constructions over set partitions containing covariates. Our approach results in a nonparametric treatment of the distribution of the covariance parameters of the GP covariance matrix that in turn induces a clustering of the covariates. We evaluate two prior co...
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2010
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2010/201489