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Statistics and Probability

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Bayesian Model Averaging and Semiparametric Regression

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Articles 1 - 5 of 5

Full-Text Articles in Physical Sciences and Mathematics

Forecasting Television Ratings, Peter Danaher, Tracey Dagger, Michael Smith Dec 2010

Forecasting Television Ratings, Peter Danaher, Tracey Dagger, Michael Smith

Michael Stanley Smith

Despite the state of flux in media today, television remains the dominant player globally for advertising spend. Since television advertising time is purchased on the basis of projected future ratings, and ad costs have skyrocketed, there is increasing pressure to forecast television ratings accurately. Previous forecasting methods are not generally very reliable and many have not been validated, but more distressingly, none have been tested in today’s multichannel environment. In this study we compare 8 different forecasting models, ranging from a naïve empirical method to a state-of-the-art Bayesian model-averaging method. Our data come from a recent time period, 2004-2008 in …


Bayesian Identification, Selection And Estimation Of Functions In High-Dimensional Additive Models, Anastasios Panagiotelis, Michael Smith Mar 2008

Bayesian Identification, Selection And Estimation Of Functions In High-Dimensional Additive Models, Anastasios Panagiotelis, Michael Smith

Michael Stanley Smith

In this paper we propose an approach to both estimate and select unknown smooth functions in an additive model with potentially many functions. Each function is written as a linear combination of basis terms, with coefficients regularized by a proper linearly constrained Gaussian prior. Given any potentially rank deficient prior precision matrix, we show how to derive linear constraints so that the corresponding effect is identified in the additive model. This allows for the use of a wide range of bases and precision matrices in priors for regularization. By introducing indicator variables, each constrained Gaussian prior is augmented with a …


A Bayesian Approach To Bivariate Nonparametric Regression, Michael Smith, Robert Kohn Dec 1996

A Bayesian Approach To Bivariate Nonparametric Regression, Michael Smith, Robert Kohn

Michael Stanley Smith

No abstract provided.


Nonparametric Regression Using Bayesian Variable Selection, Michael Smith, Robert Kohn Dec 1995

Nonparametric Regression Using Bayesian Variable Selection, Michael Smith, Robert Kohn

Michael Stanley Smith

No abstract provided.


Finite Sample Performance Of Robust Bayesian Regression, Michael Smith, Sheather Simon, Kohn Robert Dec 1995

Finite Sample Performance Of Robust Bayesian Regression, Michael Smith, Sheather Simon, Kohn Robert

Michael Stanley Smith

No abstract provided.