A Bayesian approach to prediction using polynomials
利用多项式进行预测的贝叶斯方法
SUMMARY We have an unknown function h(x) which we want to estimate within a finite interval. The observed values of h(x) are independent observations of a random variable y whose mean is to be approximated by a polynomial of unknown degree. The problem of estimating h(x) then translates into that of predicting y. We assume that the mean of y is a polynomial of an arbitrarily large degree and derive a prior distribution for its coefficients which expresses the belief that…