[en] In the standard Bayesian ODE-penalized B-spline approach, it is assumed that the error distribution is homogeneous Gaussian. But, in many applications, the normal assumption for the error distribution is not a realistic choice. The goal of this paper is to extend the standard Bayesian ODE-penalized B-spline approach to settings where the error term distribution can be described using a mixture of normals.
Disciplines :
Physical, chemical, mathematical & earth Sciences: Multidisciplinary, general & others
Author, co-author :
Jaeger, Jonathan ; Université de Liège - ULiège > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales
Lambert, Philippe ; Université de Liège - ULiège > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales
Language :
English
Title :
Bayesian ODE-penalized B-spline model with Gaussian mixture as error distribution
Publication date :
18 July 2012
Number of pages :
6
Event name :
27th International Workshop on Statistical Modelling
Event organizer :
Charles University in Prague
Event place :
Prague, Czechia
Event date :
from 16-07-2012 to 20-07-2012
Audience :
International
Funders :
BELSPO - SPP Politique scientifique - Service Public Fédéral de Programmation Politique scientifique