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Full-Text Articles in Statistical Methodology
Multivariate Spectral Analysis Of Crism Data To Characterize The Composition Of Mawrth Vallis, Melissa Luna
Multivariate Spectral Analysis Of Crism Data To Characterize The Composition Of Mawrth Vallis, Melissa Luna
Melissa Luna
No abstract provided.
Implicit Copulas From Bayesian Regularized Regression Smoothers, Nadja Klein, Michael S. Smith
Implicit Copulas From Bayesian Regularized Regression Smoothers, Nadja Klein, Michael S. Smith
Michael Stanley Smith
We show how to extract the implicit copula of a response vector from a Bayesian regularized regression smoother with Gaussian disturbances. The copula can be used to compare smoothers that employ different shrinkage priors and function bases. We illustrate with three popular choices of shrinkage priors --- a pairwise prior, the horseshoe prior and a g prior augmented with a point mass as employed for Bayesian variable selection --- and both univariate and multivariate function bases. The implicit copulas are high-dimensional and unavailable in closed form. However, we show how to evaluate them by first constructing a Gaussian copula conditional on the regularization parameters, …