Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors

R. Jonge, de, J.H. Zanten, van

Onderzoeksoutput: Bijdrage aan tijdschriftTijdschriftartikelAcademicpeer review

19 Citaten (Scopus)
59 Downloads (Pure)

Samenvatting

We investigate posterior contraction rates for priors on multivariate functions that are constructed using tensor-product B-spline expansions. We prove that using a hierarchical prior with an appropriate prior distribution on the partition size and Gaussian prior weights on the B-spline coefficients, procedures can be obtained that adapt to the degree of smoothness of the unknown function up to the order of the splines that are used. We take a unified approach including important nonparametric statistical settings like density estimation, regression, and classification.
Originele taal-2Engels
Pagina's (van-tot)1984-2001
TijdschriftElectronic Journal of Statistics
Volume6
DOI's
StatusGepubliceerd - 2012

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