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

Saved in:
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
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Be the first to leave a comment!
You must be logged in first

Similar Items