Ontology highlight
ABSTRACT:
SUBMITTER: Gray-Davies T
PROVIDER: S-EPMC5881922 | biostudies-literature | 2016 Jul
REPOSITORIES: biostudies-literature
Gray-Davies Tristan T Holmes Chris C CC Caron François F
Electronic journal of statistics 20160701 2
We present a novel Bayesian nonparametric regression model for covariates <i>X</i> and continuous response variable <i>Y</i> ∈ ℝ. The model is parametrized in terms of marginal distributions for <i>Y</i> and <i>X</i> and a regression function which tunes the stochastic ordering of the conditional distributions <i>F</i> (<i>y|x</i>). By adopting an approximate composite likelihood approach, we show that the resulting posterior inference can be decoupled for the separate components of the model. T ...[more]