Nonparametric Bayes Conditional Distribution Modeling With Variable Selection
结合变量选择的非参数贝叶斯条件分布建模
This article considers a methodology for flexibly characterizing the relationship between a response and multiple predictors. Goals are (1) to estimate the conditional response distribution addressing the distributional changes across the predictor space, and (2) to identify important predictors for the response distribution change both within local regions and globally. We first introduce the probit stick-breaking process (PSBP) as a prior for an uncountable collection of…