Moving Taylor Bayesian Regression for Nonparametric Multidimensional Function Estimation with Possibly Correlated Errors.
Jobst HeitzigPublished in: SIAM J. Sci. Comput. (2013)
Keyphrases
- nonparametric regression
- data driven
- sparse bayesian learning
- pointwise
- bayesian estimation
- real time
- kernel density estimation
- density estimation
- parametric models
- gaussian processes
- estimation error
- error analysis
- ordinary least squares
- hierarchical bayesian
- parzen window
- regression model
- model selection
- regression analysis
- multi dimensional
- support vector
- relevance vector machine
- bayesian networks
- markov random field prior
- bayesian approaches
- expected error
- regression function
- estimation problems
- regression method
- statistical inference
- estimation accuracy
- probability density
- linear regression
- posterior probability
- neural network