contract_grid

Contract the grid if the evaluation points exceed some threshold.
This removes the corresponding z values.
We can add points back to achieve the same (approximate) length.

Monte Carlo and MCMC 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 (2023) <arXiv:2306.05498>.

Dan Kowal

SeBR

Semiparametric Bayesian Regression Analysis

contract_grid function

<dl><dt>z</dt>
<dd>grid points (ordered)</dd>
<dt>Fz</dt>
<dd>function evaluated at those grid points</dd>
<dt>lower</dt>
<dd>lower threshold at which to check Fz</dd>
<dt>upper</dt>
<dd>upper threshold at which to check Fz</dd>
<dt>add_back</dt>
<dd>logical; if true, expand the grid to
(about) the original size</dd>
<dt>monotone</dt>
<dd>logical; if true, enforce monotonicity
on the expanded grid</dd></dl>

Arguments

Grid contraction — contract_grid

<dl>

<dt>z</dt>
<dd>grid points (ordered)</dd>


<dt>Fz</dt>
<dd>function evaluated at those grid points</dd>


<dt>lower</dt>
<dd>lower threshold at which to check Fz</dd>


<dt>upper</dt>
<dd>upper threshold at which to check Fz</dd>


<dt>add_back</dt>
<dd>logical; if true, expand the grid to
(about) the original size</dd>


<dt>monotone</dt>
<dd>logical; if true, enforce monotonicity
on the expanded grid</dd>

</dl>

contract_grid: Grid contraction

Description

Usage

Value

Arguments