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Expanding the capabilities of Bayesian regression with interactions and smooth effects

University of British Columbia

The B-WISE (Bayesian regression With Interactions and Smooth Effects) method of regression modelling was designed to improve upon other flexible regression schemes in the areas of model interpretability and ease of implementation. B-WISE models have been shown to have good predictive performance, and performance can be even further improved with a natural Bayesian model averaging scheme. In this thesis I will outline some ways in which some of the constraints inherent in a B-WISE model can be relaxed, so that the technique can be used in more general situations and with even greater flexibility. It is shown that much of the interpretability of B-WISE models is retained and implementation is still relatively straightforward.

Thesis/Dissertation

application/pdf

2009-07-10

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http://hdl.handle.net/2429/10640

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University of British Columbia

UBCV

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