Nonconjugate Bayesian regression on many variables

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	Nonconjugate Bayesian regression on many variables
	Fang, BQ ; Dawid, A
	2002-04-15
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	103 期号:1-2 页码:245-261
摘要	In this paper the problem of normal linear regression on arbitrarily many variables is considered. It is shown that a nonconjugate prior implies indeterminism for the Bayes predictor, in contrast to determinism induced by the use of the usual conjugate priors. A comparison is made between the Bayes predictor and a sample-based least squares predictor which fits the data perfectly. (C) 2002 Published by Elsevier Science B.V.
关键词	regression Bayesian inference nonconjugate prior indeterminism
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000175149800017
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17355
专题	中国科学院数学与系统科学研究院
作者单位	1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.UCL, Dept Stat Sci, London, England
推荐引用方式 GB/T 7714	Fang, BQ,Dawid, A. Nonconjugate Bayesian regression on many variables[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2002,103(1-2):245-261.
APA	Fang, BQ,&Dawid, A.(2002).Nonconjugate Bayesian regression on many variables.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,103(1-2),245-261.
MLA	Fang, BQ,et al."Nonconjugate Bayesian regression on many variables".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 103.1-2(2002):245-261.