Multivariate Bayesian function estimation

Angers, Jean-François ; Kim, Peter T.

Ann. Statist., Tome 33 (2005) no. 1, p. 2967-2999 / Harvested from Project Euclid

Résumé

Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries on the multivariate nonparametric regression function. The Bayesian approach then allows one to incorporate hierarchical Bayesian methods directly into the spectral structure, thus providing a symmetry-adaptive multivariate Bayesian function estimator. One can also diffuse away some prior information in which the limiting case is a smoothing spline on the manifold. This, together with the result that the smoothing spline solution obtains the minimax rate of convergence in the multivariate nonparametric regression problem, provides good frequentist properties for the Bayes estimators. An application to astronomy is included.

Détail

Publié le : 2005-12-14
Classification:  Bayes factor,  comets,  cross-validation,  eigenfunctions,  eigenvalues,  posterior,  Sobolev spaces,  Zeta function,  62C10,  62G08,  41A15,  58J90