Bayesian nonparametric quantile regression using splines.
Paul ThompsonYuzhi CaiRana MoyeedDominic ReeveJulian StanderPublished in: Comput. Stat. Data Anal. (2010)
Keyphrases
- quantile regression
- bayesian nonparametric
- least squares
- cross validated
- gaussian process
- inverse reinforcement learning
- mixture model
- variational inference
- cross validation
- closed form
- hyperparameters
- bayesian inference
- probabilistic model
- regression model
- gaussian processes
- dirichlet process
- gaussian mixture model
- log likelihood
- variational methods
- model selection
- parameter estimation