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Bayesian nonparametric general regression
Ka Veng Yuen; Gilberto A. Ortiz
2016
Source PublicationInternational Journal for Uncertainty Quantification
ISSN2152-5099
Volume6Issue:3Pages:195-213
Abstract

Bayesian identification has attracted considerable interest in various research areas for the determination of the mathematical model with suitable complexity based on input-output measurements. Regression analysis is an important tool in which Bayesian inference and Bayesian model selection have been applied. However, it has been noted that there is a subjectivity problem of model selection results due to the assignment of the prior distribution of the regression coefficients. Since regression coefficients are not physical parameters, assignment of their prior distribution is nontrivial. To resolve this problem, we propose a novel nonparametric regression method using Bayesian model selection in conjunction with general regression. In order to achieve this goal, we also reformulate the general regression under the Bayesian framework. There are two attractive features of the proposed method. First, it eliminates the subjectivity of model selection results due to the prior distribution of the regression coefficients. Second, the number of model candidates is drastically reduced, compared with traditional regression using the same number of design/input variables. Therefore, this allows for the consideration of a much larger number of potential design variables. The proposed method will be assessed and validated through two simulated examples and two real applications.

KeywordBayesian Inference General Regression Input-output Relationship Model Selection Non-parametric Modeling
DOI10.1615/Int.J.UncertaintyQuantification.2016016055
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaEngineering ; Mathematics
WOS SubjectEngineering, Multidisciplinary ; Mathematics, Interdisciplinary Applications
WOS IDWOS:000386561000001
PublisherBEGELL HOUSE INC, 50 NORTH ST, DANBURY, CT 06810
Scopus ID2-s2.0-84994844562
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionFaculty of Science and Technology
AffiliationFaculty of Science and Technology, University of Macau, 999078, Macao, China
First Author AffilicationFaculty of Science and Technology
Recommended Citation
GB/T 7714
Ka Veng Yuen,Gilberto A. Ortiz. Bayesian nonparametric general regression[J]. International Journal for Uncertainty Quantification, 2016, 6(3), 195-213.
APA Ka Veng Yuen., & Gilberto A. Ortiz (2016). Bayesian nonparametric general regression. International Journal for Uncertainty Quantification, 6(3), 195-213.
MLA Ka Veng Yuen,et al."Bayesian nonparametric general regression".International Journal for Uncertainty Quantification 6.3(2016):195-213.
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