Bayesian Nonparametric Function Estimation Using Overcomplete Representations and Lévy Random Field Priors

@inproceedings{Clyde2016BayesianNF,
  title={Bayesian Nonparametric Function Estimation Using Overcomplete Representations and L{\'e}vy Random Field Priors},
  author={Merlise A. Clyde},
  year={2016}
}
where n is the sample size, h is the bandwidth of the spectral cut-off estimator f̂n, β ≥ 0 is such Φψ(t)t → C, t → ∞ for the characteristic function Φψ of ψ and some constant C ∈ C, and g = f ∗ ψ. We derive the asymptotic distribution of Yn(t) and use it to construct asymptotic confidence bands for f (Bissantz, et al., 2005). Moreover, we establish a bootstrap version of the confidence bands, and give an application to measurements of the metallicity of local F and G dwarf stars where we… CONTINUE READING

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