A nonparametric dependent process for Bayesian regression

Ruth Fuentes-García, Ramsés H. Mena and Stephen G. Walker

Statistics & Probability Letters, 2009, vol. 79, issue 8, 1112-1119

Abstract: This article investigates the problem of Bayesian nonparametric regression. The proposed model is based on a recently introduced random distribution function, which is based on a decreasing set of weights. The approach is surprisingly of a much simpler form than alternative models described in the literature. A Gibbs sampler algorithm is provided for posterior analysis.

Date: 2009
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