Bayesian regularisation in geoadditive expectile regression.
Elisabeth WaldmannFabian SobotkaThomas KneibPublished in: Stat. Comput. (2017)
Keyphrases
- model selection
- sparse bayesian learning
- bayesian learning
- gaussian processes
- regression model
- relevance vector machine
- statistical inference
- bayesian networks
- model averaging
- posterior probability
- regression methods
- image processing
- dirichlet process mixture
- bayesian analysis
- locally weighted
- polynomial regression
- real time
- bayesian methods
- posterior distribution
- hyperparameters
- bayesian inference
- maximum entropy
- cross validation
- maximum likelihood
- bayesian decision
- aggregating algorithm
- support vector regression
- bayesian estimation
- regression algorithm
- regression problems
- regression function
- simple linear
- partial least squares
- data driven
- learning algorithm
- machine learning