Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 63, No. 1 (2001), pp. 3-17 (15 pages) We present a Bayesian analysis of a piecewise linear model constructed using ...

When Gaussian errors are inappropriate in a multivariate linear regression setting, it is often assumed that the errors are iid from a distribution that is a scale mixture of multivariate normals.

Want to understand how multivariate linear regression really works under the hood? In this video, we build it from scratch in C++—no machine learning libraries, just raw code and linear algebra. Ideal ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...