Recent Advances in Semiparametric Bayesian Function Estimation

Fahrmeir, Ludwig (1998): Recent Advances in Semiparametric Bayesian Function Estimation. Sonderforschungsbereich 386, Discussion Paper 137

Abstract

Common nonparametric curve fitting methods such as spline smoothing, local polynomial regression and basis function approaches are now well developed and widely applied. More recently, Bayesian function estimation has become a useful supplementary or alternative tool for practical data analysis, mainly due to breakthroughs in computerintensive inference via Markov chain Monte Carlo simulation. This paper surveys recent developments in semiparametric Bayesian inference for generalized regression and outlines some directions in current research.

• Dokumententyp: Paper
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch