A variational inference for the Lévy adaptive regression with multiple kernels

This paper presents a variational Bayes approach to a Lévy adaptive regression kernel (LARK) model that represents functions with an overcomplete system. In particular, we develop a variational inference method for a LARK model with multiple kernels (LARMuK) which estimates arbitrary functions that...

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Bibliographic Details
Published in:	Computational statistics Vol. 37; no. 5; pp. 2493 - 2515
Main Authors:	Lee, Youngseon, Jo, Seongil, Lee, Jaeyong
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01-11-2022 Springer Nature B.V
Subjects:	Algorithms Approximation Computer simulation Economic Theory/Quantitative Economics/Mathematical Methods Inference Kernels Markov analysis Markov chains Mathematical analysis Mathematics and Statistics Methods Original Paper Probability and Statistics in Computer Science Probability Theory and Stochastic Processes Regression models Simulated annealing Simulation Statistics Lévy adaptive regression kernel model Variational Bayes Multiple kernels Simulated annealing
Online Access:	Get full text
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