Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors.

Hee Min Choi James P. Hobert

Published in: J. Multivar. Anal. (2013)

Keyphrases

linear regression
least squares
regression methods
monte carlo
machine learning
posterior probability
bayesian inference
linear models
markov chain monte carlo
regression problems
feature selection
bayesian networks
markov chain
particle filter
regression method
locally weighted