Study on Bayes Semiparametric Regression
Abdulhussein Saber AL-Mouel, Ameera Jaber Mohaisen · Journal of Advances in Applied Mathematics · 2017
In this paper, Bayesian approach based on Markov chain Monte Carlo (MCMC) to (fully) Semiparametric regression problems is described as a mixed model using a convenient connection between penalized splines and mixed models.We investigate the inferences on the model coefficients under some conditions on the prior, as well as studying some properties of the posterior distribution and identifying the analytic form of the Bayes factors.