Hi all, I have recently been using this implementation (download available) of Bayesian Adaptive Regression Splines (BARS) in order to attempt to model inventory demand as a non-stationary Poisson process. The implementation is based on this paper . I have a couple of questions which I am hoping so…

Bayesian Adaptive Regression Splines and MCMC - Some Questions

DoctorRad January 19, 2018, 9:44am 7

The prior on the number of knots can either be Discrete Uniform in a user-supplied interval, Poisson with a user-supplied lambda, or discrete user-defined (arbitrary).

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Bayesian Adaptive Regression Splines and MCMC - Some Questions

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