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SeBR

Semiparametric Bayesian Regression Analysis

v1.1.0 · Jun 16, 2025 · MIT + file LICENSE

Description

Monte Carlo sampling algorithms for semiparametric Bayesian regression analysis. These models feature a nonparametric (unknown) transformation of the data paired with widely-used regression models including linear regression, spline regression, quantile regression, and Gaussian processes. The transformation enables broader applicability of these key models, including for real-valued, positive, and compactly-supported data with challenging distributional features. The samplers prioritize computational scalability and, for most cases, Monte Carlo (not MCMC) sampling for greater efficiency. Details of the methods and algorithms are provided in Kowal and Wu (2024) <doi:10.1080/01621459.2024.2395586>.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Version History

new 1.1.0 Mar 9, 2026