Simultaneous variable selection and component selection for regression density estimation with mixtures f heteroscedastic experts

Simultaneous variable selection and component selection for regression density estimation with mixtures f heteroscedastic experts

10.1214/12-EJS705

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Bibliographic Details
Main Authors: Tran, M.-N., Nott, D.J., Kohn, R.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Bayesian model selection
Heteroscedasticity
Mixture of normals
Variational approximation
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105368
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Institution: National University of Singapore
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Summary:10.1214/12-EJS705

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