Browsing by Subject "binary data"
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Item A Simple Class of Bayesian Nonparametric Autoregression Models(2013) Di Lucca, Maria Anna; Guglielmi, Alessandra; Mueller, Peter; Quintana, Fernando A.; Mueller, PeterWe introduce a model for a time series of continuous outcomes, that can be expressed as fully nonparametric regression or density regression on lagged terms. The model is based on a dependent Dirichlet process prior on a family of random probability measures indexed by the lagged covariates. The approach is also extended to sequences of binary responses. We discuss implementation and applications of the models to a sequence of waiting times between eruptions of the Old Faithful Geyser, and to a dataset consisting of sequences of recurrence indicators for tumors in the bladder of several patients.