Results 11 to 20 of about 2,889,354 (160)

Use of Bayesian, Lasso Binary Quantile Regression to Identify Suitable Habitat for Tiger Prey Species in Thap Lan National Park, Eastern Thailand

open access: yesEnvironment and Natural Resources Journal, 2022
A Bayesian approach was used to develop binary quantile regression models featuring the lasso penalty. The models afford the advantages of all quantile regression models, such as robustness and detailed insights into covariate effects; they also handle ...
Paanwaris Paansri   +4 more
doaj   +3 more sources

BAYESIAN ANALYSIS OF TOBIT QUANTILE REGRESSION WITH ADAPTIVE LASSO PENALTY IN HOUSEHOLD EXPENDITURE FOR CIGARETTE CONSUMPTION [PDF]

open access: yesJurnal Statistika Universitas Muhammadiyah Semarang, 2023
Tobit Quantile Regression with Adaptive Lasso Penalty is a quantile regression model on censored data that adds Lasso's adaptive penalty to its parameter estimation. The estimation of the regression parameters is solved by Bayesian analysis.
Rahmawati, Fitri, Subanar, Subanar
core   +2 more sources

Identify Relative importance of covariates in Bayesian lasso quantile regression via new algorithm in statistical program R [PDF]

open access: yesRevista Română de Statistică, 2017
In this paper, we propose a new algorithm to determine the relative importance of covariates by Bayesian Lasso quantile regression for variable selection assigning new formula of Laplace distributions for the regression parameters.
Fadel Hamid Hadi Alhusseini   +2 more
doaj   +1 more source

Prior elicitation and variable selection for bayesian quantile regression [PDF]

open access: yes, 2013
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Bayesian subset selection suffers from three important difficulties: assigning priors over model space, assigning priors to all components of the regression
Al-Hamzawi, Rahim Jabbar Thaher
core   +7 more sources

Regularized and robust regression methods for high dimensional data [PDF]

open access: yes, 2014
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University London.Recently, variable selection in high-dimensional data has attracted much research interest.
Hashem, Hussein Abdulahman
core   +7 more sources

Penalized Cumulative Probability Model for a Continuous Outcome Subject to Detection Limits. [PDF]

open access: yesStat Med
ABSTRACT Mixed‐type outcome data occur when the outcome variable's distribution is a mixture of both continuous and discrete ordinal variables. Such mixed‐type outcomes are common in biomedical, psychological, and the health sciences, particularly for variables having either a detection or quantitation limit.
Sun S, Mas VR, Archer KJ.
europepmc   +2 more sources

A partially collapsed Gibbs sampler for Bayesian quantile regression [PDF]

open access: yes, 2009
We introduce a set of new Gibbs sampler for Bayesian analysis of quantile re-gression model. The new algorithm, which partially collapsing an ordinary Gibbs sampler, is called Partially Collapsed Gibbs (PCG) sampler.
Yu, K, Reed, C
core   +6 more sources

High-Dimensional Variable Selection for Quantile Regression Based on Variational Bayesian Method

open access: yesMathematics, 2023
The quantile regression model is widely used in variable relationship research of moderate sized data, due to its strong robustness and more comprehensive description of response variable characteristics.
Dengluan Dai, Anmin Tang, Jinli Ye
doaj   +1 more source

A Generalization of LASSO Modeling via Bayesian Interpretation

open access: yesAustrian Journal of Statistics, 2023
The aim of this paper is to introduce a generalized LASSO regression model that is derived using a generalized Laplace (GL) distribution. Five different GL distributions are obtained through the T -R{Y } framework with quantile functions of standard ...
Gayan Warahena-Liyanage   +2 more
doaj   +1 more source

Bayesian Lasso-mixed quantile regression [PDF]

open access: yesJournal of Statistical Computation and Simulation, 2012
In this paper, we discuss the regularization in linear-mixed quantile regression. A hierarchical Bayesian model is used to shrink the fixed and random effects towards the common population values by introducing an l1 penalty in the mixed quantile regression check function.
Alhamzawi, R, Yu, K
openaire   +2 more sources

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