Bayesian estimation of free-knot splines using reversible jumps

Computational Statistics and Data Analysis

Volumn 41, Issue 2, 2002, Pages 255-269

  Lindstrom, Mary J ^a  

^a UNIVERSITY OF WISCONSIN SCHOOL OF MEDICINE AND PUBLIC HEALTH   (United States)

Author keywords

Conditionally linear parameters; Data based prior; Reversible jump Markov chain Monte Carlo

Indexed keywords

ESTIMATION; MARKOV PROCESSES; MONTE CARLO METHODS;

JUMPS;

SPLINES;

BAYESIAN ANALYSIS; MARKOV CHAIN; MONTE CARLO ANALYSIS; NUMERICAL METHOD;

EID: 0037192055     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00066-X     Document Type: Article

References (13)

1. Adaptive Bayesian regression splines in semiparametric generalized linear models
2. Automatic Bayesian curve fitting
3. Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
4. Approximation to data by splines with free knots
5. Monte Carlo error estimation for multivariate Markov chains
6. Penalized estimation of free-knot splines
7. Knot insertion for natural splines
8. On Bayesian analysis of mixtures with an unknown number of components (disc: P758-792)
9. Markov chains for exploring posterior distributions (disc:P1728-1762)