Semiparametric Regression Analysis via Infer.NET
Author(s) -
Jan Luts,
Shen S. J. Wang,
John T. Ormerod,
M. P. Wand
Publication year - 2018
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v087.i02
Subject(s) - markov chain monte carlo , computer science , inference , bayesian probability , semiparametric regression , bayesian inference , bayesian linear regression , range (aeronautics) , machine learning , regression , r package , artificial intelligence , econometrics , regression analysis , statistics , mathematics , engineering , aerospace engineering , computational science
We provide several examples of Bayesian semiparametric regression analysis via the Infer.NET package for approximate deterministic inference in Bayesian models. The examples are chosen to encompass a wide range of semiparametric regression situations. Infer.NET is shown to produce accurate inference in comparison with Markov chain Monte Carlo via the BUGS package, but to be considerably faster. Potentially, this contribution represents the start of a new era for semiparametric regression, where large and complex analyses are performed via fast Bayesian inference methodology and software, mainly being developed within Machine Learning.
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