Fully Nonparametric Regression for Bounded Data Using Dependent Bernstein Polynomials
使用依赖 Bernstein 多项式的有界数据全非参数回归
We propose a novel class of probability models for sets of predictor-dependent probability distributions with bounded domain. The proposal extends the Dirichlet–Bernstein prior for single density estimation, by using dependent stick-breaking processes. A general model class and two simplified versions are discussed in detail. Appealing theoretical properties such as continuity, association structure, marginal distribution, large support, and consistency of the posterior…