Lecture 22: NonParametric Regression

Readings

  • Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin

    • Chapter 20 Basis Function Models

  • Wolpert, R.L. Clyde, M. and Tu, C. (2011) STOCHASTIC EXPANSIONS USING CONTINUOUS DICTIONARIES: LÉVY ADAPTIVE REGRESSION KERNELS. The Annals of Statistics, 39(4), 1916–1962.

  • Clyde, M. and Wolpert, R.L. (2007) Nonparametric Function Estimation Using Overcomplete Dictionaries. Bayesian Statistics 8: Proceedings of the Eighth Valencia International Meeting June 2–6, 2006 Bayesian Statistics 8: Proceedings of the Eighth Valencia International Meeting June 2–6, 2006