A non-iterative posterior sampling algorithm for linear quantile regression model.
Fengkai YangHaijing YuanPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- regression model
- sampling algorithm
- markov chain monte carlo
- gaussian process
- random sampling
- metropolis hastings
- model selection
- regression analysis
- generalized linear models
- probability distribution
- posterior distribution
- generative model
- bayesian framework
- multivariate regression
- parameter estimation
- probabilistic model
- interval valued data
- gaussian processes
- closed form
- dirichlet process
- least squares