Skip to main content
Journal cover image

Bayesian density regression

Publication ,  Journal Article
Dunson, DB; Pillai, N; Park, JH
Published in: Journal of the Royal Statistical Society. Series B: Statistical Methodology
April 1, 2007

The paper considers Bayesian methods for density regression, allowing a random probability distribution to change flexibly with multiple predictors. The conditional response distribution is expressed as a non-parametric mixture of regression models, with the mixture distribution changing with predictors. A class of weighted mixture of Dirichlet process priors is proposed for the uncountable collection of mixture distributions. It is shown that this specification results in a generalized Pólya urn scheme, which incorporates weights that are dependent on the distance between subjects' predictor values. To allow local dependence in the mixture distributions, we propose a kernel-based weighting scheme. A Gibbs sampling algorithm is developed for posterior computation. The methods are illustrated by using simulated data examples and an epidemiologic application. © Royal Statistical Society.

Duke Scholars

Altmetric Attention Stats
Dimensions Citation Stats

Published In

Journal of the Royal Statistical Society. Series B: Statistical Methodology

DOI

EISSN

1467-9868

ISSN

1369-7412

Publication Date

April 1, 2007

Volume

69

Issue

2

Start / End Page

163 / 183

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics
  • 0102 Applied Mathematics
 

Citation

APA
Chicago
ICMJE
MLA
NLM
Dunson, D. B., Pillai, N., & Park, J. H. (2007). Bayesian density regression. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 69(2), 163–183. https://doi.org/10.1111/j.1467-9868.2007.00582.x
Dunson, D. B., N. Pillai, and J. H. Park. “Bayesian density regression.” Journal of the Royal Statistical Society. Series B: Statistical Methodology 69, no. 2 (April 1, 2007): 163–83. https://doi.org/10.1111/j.1467-9868.2007.00582.x.
Dunson DB, Pillai N, Park JH. Bayesian density regression. Journal of the Royal Statistical Society Series B: Statistical Methodology. 2007 Apr 1;69(2):163–83.
Dunson, D. B., et al. “Bayesian density regression.” Journal of the Royal Statistical Society. Series B: Statistical Methodology, vol. 69, no. 2, Apr. 2007, pp. 163–83. Scopus, doi:10.1111/j.1467-9868.2007.00582.x.
Dunson DB, Pillai N, Park JH. Bayesian density regression. Journal of the Royal Statistical Society Series B: Statistical Methodology. 2007 Apr 1;69(2):163–183.
Journal cover image

Published In

Journal of the Royal Statistical Society. Series B: Statistical Methodology

DOI

EISSN

1467-9868

ISSN

1369-7412

Publication Date

April 1, 2007

Volume

69

Issue

2

Start / End Page

163 / 183

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1403 Econometrics
  • 0104 Statistics
  • 0102 Applied Mathematics