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Semiparametric regression and graphical models

journal contribution
posted on 2024-11-16, 08:05 authored by Matthew Wand
Semiparametric regression models that use spline basis functions with penalization have graphical model representations. This link is more powerful than previously established mixed model representations of semiparametric regression, as a larger class of models can be accommodated. Complications such as missingness and measurement error are more naturally handled within the graphical model architecture. Directed acyclic graphs, also known as Bayesian networks, play a prominent role. Graphical model-based Bayesian 'inference engines', such as BUGS and VIBES, facilitate fitting and inference. Underlying these are Markov chain Monte Carlo schemes and recent developments in variational approximation theory and methodology.

Funding

Generalised Linear Mixed Models: Theory, Methods and New Areas of Application

Australian Research Council

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History

Citation

Wand, M. P.. (2009). Semiparametric regression and graphical models. Australian and New Zealand Journal of Statistics, 51 (1), 9-41.

Journal title

Australian & New Zealand Journal of Statistics

Volume

51

Issue

1

Pagination

9-41

Language

English

RIS ID

32352

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