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Spiked Dirichlet Process Priors for Gaussian Process Models

We expand a framework for Bayesian variable selection for Gaussian process (GP) models by employing spiked Dirichlet process (DP) prior constructions over set partitions containing covariates. Our approach results in a nonparametric treatment of the distribution of the covariance parameters of the G...

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Bibliographic Details
Main Authors: Savitsky, Terrance, Vannucci, Marina
Format: Artigo
Language:Inglês
Published: 2010
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC3742051/
https://ncbi.nlm.nih.gov/pubmed/23950763
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1155/2010/201489
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