This is a preview. Log in through your library . Abstract This paper presents a Bayesian significance test for stationarity of a regression equation using the highest posterior density credible set.

We propose a nested Gaussian process (nGP) as a locally adaptive prior for Bayesian nonparametric regression. Specified through a set of stochastic differential equations (SDEs), the nGP imposes a ...

Some of you may have come across a growing number of publications in your field using an alternative paradigm called Bayesian statistics in which to perform their statistical analyses. The goal of ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the naive Bayes regression technique, where the goal is to predict a single numeric value. Compared to other ...

The least absolute shrinkage and selection operator (Lasso) estimation of regression coefficients can be expressed as Bayesian posterior mode estimation of the regression coefficients under various ...

The goal of a machine learning regression problem is to predict a single numeric value. There are roughly a dozen different regression techniques such as basic linear regression, k-nearest neighbors ...