Beyond Marginal Uncertainty: How Accurately can Bayesian Regression Models Estimate Posterior Predictive Correlations?
Chaoqi WangShengyang SunRoger B. GrossePublished in: CoRR (2020)
Keyphrases
- regression model
- gaussian process
- posterior distribution
- gaussian processes
- probability distribution
- posterior probability
- multivariate regression
- conditional distribution
- response variable
- decision theory
- model selection
- regression methods
- regression analysis
- prediction model
- posterior marginals
- explanatory variables
- conditional probabilities
- linear regression model
- generalized linear models
- bayesian networks
- markov chain monte carlo methods
- markov chain monte carlo
- linear model
- independent variables
- regression trees
- regression method
- survival analysis
- maximum likelihood
- probabilistic model
- confidence intervals
- target variable
- generalized linear
- latent variables
- bayesian framework
- random variables
- genetic programming