A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.
Xibin ZhangMaxwell L. KingHan Lin ShangPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- regression model
- sampling algorithm
- generalized linear models
- dirichlet process
- random sampling
- semi parametric
- regression methods
- kernel regression
- gaussian process
- regression analysis
- markov chain monte carlo
- density estimation
- model selection
- parameter estimation
- parametric models
- machine learning
- gaussian processes
- active learning