Posterior propriety in nonparametric mixed effects model

Research output: Contribution to journalArticlepeer-review

Abstract

It is well known that spline smoothing estimator relates to the Bayesian estimate under partially informative normal prior. In this paper, we derive the conditions for the propriety of the posterior in the nonparametric mixed effects model under this class of partially informative normal prior for fixed effect with inverse gamma priors on the variance components and hierarchical priors for covariance matrix of random effect, then we explore the Gibbs sampling procedure.

Original languageEnglish
Pages (from-to)369-378
Number of pages10
JournalApplied Mathematics
Volume28
Issue number3
DOIs
StatePublished - Sep 2013

Keywords

  • Bayesian spline smoothing
  • Gibbs sampling
  • nonparametric mixed effect model

Fingerprint

Dive into the research topics of 'Posterior propriety in nonparametric mixed effects model'. Together they form a unique fingerprint.

Cite this