| Autor: | Adrian F. M. Smith, David G. T. Denison, Bani K. Mallick |
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| Rok vydání: | 1998 |
| Předmět: |
Statistics and Probability
Multivariate statistics Multivariate adaptive regression splines Bayesian probability Mars Exploration Program Reversible-jump Markov chain Monte Carlo Theoretical Computer Science Spline (mathematics) Computational Theory and Mathematics Linear regression Probability distribution Applied mathematics Statistics Probability and Uncertainty Mathematics |
| Zdroj: | Statistics and Computing. 8:337-346 |
| ISSN: | 0960-3174 |
| DOI: | 10.1023/a:1008824606259 |
| Popis: | A Bayesian approach to multivariate adaptive regression spline (MARS) fitting (Friedman, 1991) is proposed. This takes the form of a probability distribution over the space of possible MARS models which is explored using reversible jump Markov chain Monte Carlo methods (Green, 1995). The generated sample of MARS models produced is shown to have good predictive power when averaged and allows easy interpretation of the relative importance of predictors to the overall fit. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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