On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors.

Vivekananda Roy James P. Hobert

Published in: J. Multivar. Anal. (2010)

Keyphrases

regression model
monte carlo methods
heavy tailed
monte carlo
bayesian networks
prior distribution
multivariate regression
generalized gaussian
model selection
gaussian process
posterior distribution
bayesian learning
simulated annealing
gaussian processes
information theoretic
mutual information
higher order