Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression.
Kshitij KhareJames P. HobertPublished in: J. Multivar. Anal. (2012)
Keyphrases
- gibbs sampler
- quantile regression
- posterior distribution
- bayesian inference
- cross validated
- markov chain
- hyperparameters
- least squares
- cross validation
- markov chain monte carlo
- parameter estimation
- probability distribution
- latent variables
- posterior probability
- random fields
- bayesian framework
- gibbs sampling
- probabilistic model
- model selection
- prior information
- maximum a posteriori
- response variable
- log likelihood
- bayesian networks
- machine learning
- random sampling
- regression model
- particle filter
- active learning