Nonparametric Bayesian Regression Methods
نویسنده
چکیده
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 analysis and space-time data. This paper is a brief review of some of the work that appeared in Denison (1997) together with some new research that has since taken place, following on from the themes of this thesis.
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