Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels
连续字典下的随机展开：Lévy 自适应回归核
This article describes a new class of prior distributions for nonparametric function estimation. The unknown function is modeled as a limit of weighted sums of kernels or generator functions indexed by continuous parameters that control local and global features such as their translation, dilation, modulation and shape. Lévy random fields and their stochastic integrals are employed to induce prior distributions for the unknown functions or, equivalently, for the number of…