Bayesian Analysis for Penalized Spline Regression Using WinBUGS
Penalized splines can be viewed as BLUPs in a mixed model framework, which allows the use of mixed model software for smoothing. Thus, software originally developed for Bayesian analysis of mixed models can be used for penalized spline regression. Bayesian inference for nonparametric models enjoys the flexibility of nonparametric models and the exact inference provided by the Bayesian inferential machinery. This paper provides a simple, yet comprehensive, set of programs for the implementation of nonparametric Bayesian analysis in WinBUGS. Good mixing properties of the MCMC chains are obtained by using low-rank thin-plate splines, while simulation times per iteration are reduced employing WinBUGS specific computational tricks.
Year of publication: |
2005-09-29
|
---|---|
Authors: | Crainiceanu, Ciprian M. ; Ruppert, David ; Wand, Matthew P. |
Published in: |
Journal of Statistical Software. - American Statistical Association. - Vol. 14.2005, i14
|
Publisher: |
American Statistical Association |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Modeling Functional Data with Spatially Heterogeneous Shape Characteristics
Staicu, Ana-Maria, (2012)
-
Likelihood ratio tests in linear mixed models with one variance component
Crainiceanu, Ciprian M., (2004)
-
Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
Crainiceanu, Ciprian M., (2004)
- More ...