Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks

We present a novel Bayesian nonparametric regression model for covariates X and continuous response variable Y∈R. The model is parametrized in terms of marginal distributions for Y and X and a regression function which tunes the stochastic ordering of the conditional distributions F(y|x). By adoptin...

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Bibliographic Details
Main Authors: Gray-Davies, T, Holmes, C, Caron, F
Format: Journal article
Language:English
Published: Institute of Mathematical Statistics 2016