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Bayesian mixture of splines for spatially adaptive nonparametric regression


  • Sally A. Wood


A Bayesian approach is presented for spatially adaptive nonparametric regression where the regression function is modelled as a mixture of splines. Each component spline in the mixture has associated with it a smoothing parameter which is defined over a local region of the covariate space. These local regions overlap such that individual data points may lie simultaneously in multiple regions. Consequently each component spline has attached to it a weight at each point of the covariate space and, by allowing the weight of each component spline to vary across the covariate space, a spatially adaptive estimate of the regression function is obtained. The number of mixing components is chosen using a modification of the Bayesian information criteria. We study the procedure analytically and show by simulation that it compares favourably to three competing techniques. These techniques are the Bayesian regression splines estimator of Smith & Kohn (1996), the hybrid adaptive spline estimator of Luo & Wahba (1997) and the automatic Bayesian curve fitting estimator of Denison et al. (1998). The methodology is illustrated by modelling global air temperature anomalies. All the computations are carried out efficiently using Markov chain Monte Carlo. Copyright Biometrika Trust 2002, Oxford University Press.

Suggested Citation

  • Sally A. Wood, 2002. "Bayesian mixture of splines for spatially adaptive nonparametric regression," Biometrika, Biometrika Trust, vol. 89(3), pages 513-528, August.
  • Handle: RePEc:oup:biomet:v:89:y:2002:i:3:p:513-528

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    Cited by:

    1. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper 2015/12, Norges Bank.
    2. Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2009. "Regression density estimation using smooth adaptive Gaussian mixtures," Journal of Econometrics, Elsevier, vol. 153(2), pages 155-173, December.
    3. repec:taf:gnstxx:v:20:y:2008:i:3:p:207-228 is not listed on IDEAS
    4. Norets, Andriy, 2015. "Bayesian regression with nonparametric heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 409-419.
    5. repec:spr:psycho:v:83:y:2018:i:1:d:10.1007_s11336-017-9558-9 is not listed on IDEAS
    6. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.
    7. Huaihou Chen & Yuanjia Wang, 2011. "A Penalized Spline Approach to Functional Mixed Effects Model Analysis," Biometrics, The International Biometric Society, vol. 67(3), pages 861-870, September.
    8. Yu Yue & Paul Speckman & Dongchu Sun, 2012. "Priors for Bayesian adaptive spline smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 577-613, June.
    9. repec:taf:jnlasa:v:112:y:2017:i:520:p:1405-1416 is not listed on IDEAS
    10. repec:eee:csdana:v:133:y:2019:i:c:p:166-179 is not listed on IDEAS
    11. Feng Li & Mattias Villani, 2013. "Efficient Bayesian Multivariate Surface Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 706-723, December.
    12. Carvalho, Alexandre X. & Tanner, Martin A., 2007. "Modelling nonlinear count time series with local mixtures of Poisson autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5266-5294, July.
    13. Villani, Mattias & Kohn, Robert & Nott, David J., 2012. "Generalized smooth finite mixtures," Journal of Econometrics, Elsevier, vol. 171(2), pages 121-133.
    14. Zhang, Shibin, 2016. "Adaptive spectral estimation for nonstationary multivariate time series," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 330-349.
    15. repec:spr:sankhb:v:80:y:2018:i:2:d:10.1007_s13571-018-0155-4 is not listed on IDEAS
    16. Paciorek, Christopher J., 2007. "Computational techniques for spatial logistic regression with large data sets," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3631-3653, May.
    17. Congdon, Peter, 2006. "A model for non-parametric spatially varying regression effects," Computational Statistics & Data Analysis, Elsevier, vol. 50(2), pages 422-445, January.
    18. Ori Rosen & Sally Wood & David S. Stoffer, 2012. "AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1575-1589, December.

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