PRx combines kernel weight localization with predictive recursion for fast semiparametric density regression, yielding consistent estimators for unmixed parameters and competitive performance at low computational cost.
ASA proceedings of the section on Bayesian statistical science , volume=
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Bayesian softmax-gated mixture-of-experts models achieve posterior contraction for density estimation and parameter recovery using Voronoi losses, plus two strategies for choosing the number of experts.
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Fast Semiparametric Density Regression with Weight-localized Predictive Recursion
PRx combines kernel weight localization with predictive recursion for fast semiparametric density regression, yielding consistent estimators for unmixed parameters and competitive performance at low computational cost.
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On Bayesian Softmax-Gated Mixture-of-Experts Models
Bayesian softmax-gated mixture-of-experts models achieve posterior contraction for density estimation and parameter recovery using Voronoi losses, plus two strategies for choosing the number of experts.