Bayesian monotone regression using Gaussian process projection

@inproceedings{Lin2013BayesianMR,
  title={Bayesian monotone regression using Gaussian process projection},
  author={Lizhen Lin and David B. Dunson},
  year={2013}
}
Shape-constrained regression analysis has applications in dose-response modelling, environmental risk assessment, disease screening and many other areas. Incorporating the shape constraints can improve estimation efficiency and avoid implausible results. We propose a novel method, focusing on monotone curve and surface estimation, which uses Gaussian process projections. Our inference is based on projecting posterior samples from the Gaussian process. We develop theory on continuity of the… CONTINUE READING

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