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A Bayesian Modeling Approach for Generalized Semiparametric Structural Equation Models

Xin-Yuan Song, Zhao-Hua Lu, Jing-Heng Cai, Edward Hak-Sing Ip
2013 Psychometrika  
Keywords Bayesian P-splines; latent variables; MCMC methods; semiparametric models Requests for reprints should be sent to Jing-Heng Cai,  ...  The Bayesian P-splines approach and Markov chain Monte Carlo methods are developed to estimate the smooth functions and the unknown parameters.  ...  The Bayesian P-splines approach, on which the semiparametric SEM is based, is described in this section as well.  ... 
doi:10.1007/s11336-013-9323-7 pmid:24092481 pmcid:PMC5129644 fatcat:pgdj46h5kbcu3dptonjwkeshem

Semiparametric Smoothing Spline in Joint Mean and Dispersion Models with Responses from the Biparametric Exponential Family: A Bayesian Perspective

Héctor Zárate, Edilberto Cepeda
2021 Statistics, Optimization and Information Computing  
We rely on the natural connection among smoothing methods that use basis functions with penalization, mixed models and a Bayesian Markov Chain sampling simulation methodology.  ...  This article extends the fusion among various statistical methods to estimate the mean and variance functions in heteroscedastic semiparametric models when the response variable comes from a two-parameter  ...  An attractive advantage of penalized splines compared to smoothing splines is the ease at which MCMC schemes fit semiparametric models with reduced basis functions.  ... 
doi:10.19139/soic-2310-5070-671 fatcat:wp67s4be3zfyri5jrpo3imlqqy

Recent Advances in Semiparametric Bayesian Function Estimation [chapter]

Ludwig Fahrmeir
1999 Mathematische Methoden der Wirtschaftswissenschaften  
This paper surveys recent developments in semiparametric Bayesian inference for generalized regression and outlines some directions in current research.  ...  Common nonparametric curve tting methods such as spline smoothing, local polynomial regression and basis function approaches are now w ell developed and widely applied.  ...  For the case of several regressors, generalized additive and semiparametric additive models are de ned by extending ( 14 ) to i = h( + p X j=1 f (x ij ) + w 0 i ): (15) For semiparametric Bayesian inference  ... 
doi:10.1007/978-3-662-12433-8_12 fatcat:y6l37wv7uzh2tdxsgwcl2s3btu

Semiparametric regression during 2003–2007

David Ruppert, M.P. Wand, Raymond J. Carroll
2009 Electronic Journal of Statistics  
Semiparametric regression is a fusion between parametric regression and nonparametric regression that integrates low-rank penalized splines, mixed model and hierarchical Bayesian methodology -thus allowing  ...  We find semiparametric regression to be a vibrant field with substantial involvement and activity, continual enhancement and widespread application.  ...  With robustness in mind, Jullion & Lambert [139] study prior specification for Bayesian P-splines models.  ... 
doi:10.1214/09-ejs525 pmid:20305800 pmcid:PMC2841361 fatcat:37rhsccmvzeh3kiyuopffbw43q

A Computational Bayesian Method for Estimating the Number of Knots In Regression Splines

Minjung Kyung
2011 Bayesian Analysis  
A semiparametric model can be expressed as a set of penalized regression splines, and, more generally, as a linear mixed model.  ...  A new Gibbs sampler is developed here for the number and positions of knots in regression splines by expressing semiparametric regression as a linear mixed model with a random effect term for the basis  ...  The convergence properties of the proposed Bayesian semiparametric regression are discussed based on the Halpern's Bayesian spline model setting with conjugate priors (Halpern 1973) .  ... 
doi:10.1214/11-ba629 fatcat:vtjur52vj5d4lftesmwvvll3qq

Semiparametric Regression Analysis via Infer.NET

Jan Luts, Shen S. J. Wang, John T. Ormerod, Matt P. Wand
2018 Journal of Statistical Software  
We provide several examples of Bayesian semiparametric regression analysis via the Infer.NET package for approximate deterministic inference in graphical models.  ...  Potentially, this contribution represents the start of a new era for semiparametric regression, where large and complex analyses are performed via fast graphical models methodology and software, mainly  ...  Semiparametric mixed model Since semiparametric regression models based on penalized splines fit in the mixed model framework, semiparametric longitudinal data analysis can be performed by fusion with  ... 
doi:10.18637/jss.v087.i02 fatcat:udeublxi7bfybk5h3w24qa223q

The multinomial logit model revisited: A semi-parametric approach in discrete choice analysis

Baibing Li
2011 Transportation Research Part B: Methodological  
Transportation Research Part B: Methodological, 45 (3), pp. p.461 -473 ABSTRACT The multinomial logit model in discrete choice analysis is widely used in transport research.  ...  The estimation of the semiparametric choice model is also investigated and empirical studies are used to illustrate the developed method.  ...  The Bayesian P-splines approach The P-splines approach was developed by Eilers and Marx (1996) .  ... 
doi:10.1016/j.trb.2010.09.007 fatcat:a3uxtx74snbqrjtxxu43bk3tmm

Density Estimation via Bayesian Inference Engines [article]

M.P. Wand, J.C.F. Yu
2021 arXiv   pre-print
We explain how effective automatic probability density function estimates can be constructed using contemporary Bayesian inference engines such as those based on no-U-turn sampling and expectation propagation  ...  Moreover, the approach is fully Bayesian and all estimates are accompanied by pointwise credible intervals. An accompanying package in the R language facilitates easy use of the new density estimates.  ...  Bayesian Poisson nonparametric regression using mixed model representations of low-rank smoothing splines (e.g.  ... 
arXiv:2009.06182v4 fatcat:w4mj4vlvnvcatkitp4sbkm5sfu

Semiparametric Regression for Periodic Longitudinal Hormone Data from Multiple Menstrual Cycles

Daowen Zhang, Xihong Lin, MaryFran Sowers
2000 Biometrics  
The within-subject correlation is modeled using subject-specific random effects and a random stochastic process with a periodic variance function.  ...  We consider semiparametric regression for periodic longitudinal data.  ...  It follows that the periodic semiparametric mixed model ( 2 ) can be written as a modified linear mixed model, Y = 16 + Xp +NBa + Zb + U + E , where 1 is an n x 1 vector of ones, pr = (6, p')T are regression  ... 
doi:10.1111/j.0006-341x.2000.00031.x pmid:10783774 fatcat:cz32upewb5capir4niu3qy7whq

On semiparametric regression with O'Sullivan penalised splines [article]

M.P. Wand, J.T. Ormerod
2007 arXiv   pre-print
This is an expos\'e on the use of O'Sullivan penalised splines in contemporary semiparametric regression, including mixed model and Bayesian formulations.  ...  O'Sullivan penalised splines are similar to P-splines, but have an advantage of being a direct generalisation of smoothing splines. Exact expressions for the O'Sullivan penalty matrix are obtained.  ...  Carlo (MCMC) schemes for fitting Bayesian semiparametric regression models -due to the reduction in the number of basis functions.  ... 
arXiv:0707.0143v1 fatcat:gtanyajqqjesvfbknlsyiiziam

ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALISED SPLINES

M. P. Wand, J. T. Ormerod
2010 Australian & New Zealand journal of statistics (Print)  
This is an exposé on the use of O'Sullivan penalised splines in contemporary semiparametric regression, including mixed model and Bayesian formulations.  ...  O'Sullivan penalised splines are similar to P-splines, but have an advantage of being a direct generalisation of smoothing splines. Exact expressions for the O'Sullivan penalty matrix are obtained.  ...  Carlo (MCMC) schemes for fitting Bayesian semiparametric regression models -due to the reduction in the number of basis functions.  ... 
doi:10.1111/j.1467-842x.2010.00578.x fatcat:7wirscewkfbs7fvvztgcxsuxja

ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES

M. P. Wand, J. T. Ormerod
2008 Australian & New Zealand journal of statistics (Print)  
An exposition on the use of O'Sullivan penalized splines in contemporary semiparametric regression, including mixed model and Bayesian formulations, is presented.  ...  O'Sullivan penalized splines are similar to P-splines, but have the advantage of being a direct generalization of smoothing splines. Exact expressions for the O'Sullivan penalty matrix are obtained.  ...  Carlo (MCMC) schemes for fitting Bayesian semiparametric regression models -as a result of the reduction in the number of basis functions.  ... 
doi:10.1111/j.1467-842x.2008.00507.x fatcat:zfrqalhvcjfhdna5hukvesgtiq

Issues in Claims Reserving and Credibility: A Semiparametric Approach With Mixed Models

Katrien Antonio, Jan Beirlant
2008 Journal of Risk and Insurance  
Using the statistical methodology of semiparametric regression and its connection with mixed models (see e.g.  ...  Firstly, a Bayesian implementation of these smoothing models is relatively straightforward and allows simulation from the full predictive distribution of quantities of interest.  ...  The semiparametric models in this paper are implemented via the concept of penalized regression splines (also called P-splines or pseudo-splines) and their connection with mixed models (as discussed for  ... 
doi:10.1111/j.1539-6975.2008.00278.x fatcat:227grlqoqzfmzbq5tpsy2p6b3u

Semiparametric regression models for spatial prediction and uncertainty quantification of soil attributes

Hunter R. Merrill, Sabine Grunwald, Nikolay Bliznyuk
2016 Stochastic environmental research and risk assessment (Print)  
Bayesian semiparametric models yielded the best predictive results and provided empirical coverage probability nearly equal to nominal.  ...  The semiparametric models outperformed competing models in all cases.  ...  Semiparametric regression modeling can be accomplished with spline and radial basis functions (Buhmann 2003; Bliznyuk et al. 2008 Bliznyuk et al. , 2012 , which provide a flexible and possibly nonlinear  ... 
doi:10.1007/s00477-016-1337-0 fatcat:4h3q4u6klzgjll7r66rci3amny

Semiparametric Regression in Capture-Recapture Modeling

O. Gimenez, C. Crainiceanu, C. Barbraud, S. Jenouvrier, B. J. T. Morgan
2006 Biometrics  
We propose nonparametric and semiparametric regression methods for estimating survival in capture-recapture models.  ...  A fully Bayesian approach using Markov chain Monte Carlo simulations was employed to estimate the model parameters.  ...  ., 2005 for implementation examples of nonparametric Bayesian P-splines in WinBUGS).  ... 
doi:10.1111/j.1541-0420.2005.00514.x pmid:16984309 fatcat:wba4d6icsjfpddlhfyi5fch774
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