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贝叶斯推断下部分线性模型中非参数部分的估计

赵伯涵 杨建奎

青岛大学学报(自然科学版)2025,Vol.38Issue(3):7-14,49,9.
青岛大学学报(自然科学版)2025,Vol.38Issue(3):7-14,49,9.DOI:10.3969/j.issn.1006-1037.2025.03.02

贝叶斯推断下部分线性模型中非参数部分的估计

Estimation of the Nonparametric Component of Partial Linear Models under Bayesian Inference

赵伯涵 1杨建奎1

作者信息

  • 1. 北京邮电大学理学院,北京 100876
  • 折叠

摘要

Abstract

When dealing with the nonparametric component of partial linear models,tradi-tional Gaussian process prior methods,while capable of estimating the nonparametric component,have low computational efficiency and are not suitable for handling high-di-mensional data with large sample sizes.To address this issue,a reparameterized method was employed to interpolate and reconstruct the nonparametric component of partial linear models.New prior distributions were assigned to the parameters obtained after recon-struction.Based on these new priors,Bayesian inference was then utilized to derive the closed-form posterior distributions of the parameters.Numerical simulation results dem-onstrate that the method proposed in this article can effectively reduce computational costs and achieve satisfactory inferential outcomes.

关键词

部分线性模型/贝叶斯推断/高斯过程/重构参数化

Key words

partially linear model/Bayesian inference/Gaussian process/reconstruction parameterization

分类

数理科学

引用本文复制引用

赵伯涵,杨建奎..贝叶斯推断下部分线性模型中非参数部分的估计[J].青岛大学学报(自然科学版),2025,38(3):7-14,49,9.

青岛大学学报(自然科学版)

1006-1037

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