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The multivariate regression model is considered with p regressors. A latent vector with p binary entries serves to identify one of two types of regression coef®cients: those close to 0 and those not. Specializing our general distributional setting to the linear model with Gaussian errors and using natural conjugate prior distributions, we derive the… (More)
When a number of distinct models contend for use in prediction, the choice of a single model can offer rather unstable predictions. In regression, stochastic search variable selection with Bayesian model averaging offers a cure for this robustness issue but at the expense of requiring very many predictors. Here we look at Bayes model averaging incorporating… (More)
SUMMARY Multicomponent analysis attempts to simultaneously predict the ingredients of a mixture. If near-infrared spectroscopy provides the predictor variables, then modern scanning instruments may offer absorbances at a very large number of wavelengths. Although it is perfectly possible to use whole spectrum methods (e.g. PLS, ridge and principal component… (More)
Motivated by calibration problems in near-infrared (N IR) spectroscopy, we consider the linear regression setting in which the many predictor variables arise from sampling an essentially continuous curve at equally spaced points and there may be multiple predictands. We tackle this regression problem by calculating the wavelet transforms of the discretized… (More)
The paper presents the problem of the unsupervised dis-cretization of continuous attributes for association rules mining. It shows commonly used techniques for this aim and highlights their principal limitations. To overcome such limitations a method based on the use of a SOM is presented and tested over various real world datasets.
Long memory processes are widely used in many scientific fields, such as economics, physics, and engineering. Change point detection problems have received considerable attention in the literature because of their wide range of possible applications. Here we describe a wavelet-based Bayesian procedure for the estimation and location of multiple change… (More)