arXiv subjects

Remy Cottet

Publications and source records attributed to Remy Cottet.

2 recordsLinked to original sources

arXiv2007

Locally Adaptive Nonparametric Binary Regression

A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression having a thin plate spline prior with its own smoothing parameter and with the mixture weights depending on the covariates. The estimator is compared to a single spline estimator and to a recently proposed locally adaptive estimator. The methodology is illustrated by applying it to both simulated and real examples.

stat.ME↗

arXiv2007

Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models

We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or flexibly. When the variance term is null we obtain a generalized additive model, which becomes a generalized linear model if the predictors enter the mean linearly. The model is estimated using Markov chain Monte Carlo simulation and the methodology is illustrated using real and simulated data sets.

stat.ME↗