A Markov Chain Genetic Algorithm Approach for Non-Parametric Posterior Distribution Sampling of Regression Parameters

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This paper proposes a genetic algorithm-based Markov Chain approach that can be used for non-parametric estimation of regression coefficients and their statistical confidence bounds. The proposed approach can generate samples from an unknown probability density function if a formal functional form of its likelihood is known. The approach is tested in the non-parametric estimation of regression coefficients, where the least-square minimizing function is considered the maximum likelihood of a multivariate distribution. This approach has an advantage over traditional Markov Chain Monte Carlo methods because it is proven to converge and generate unbiased samples computationally efficiently.

Original languageEnglish (US)
Article number111
Issue number3
StatePublished - Mar 2024

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Numerical Analysis
  • Computational Theory and Mathematics
  • Computational Mathematics

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