Consistency of Bayes estimators of a binary regression function
二元回归函数贝叶斯估计的一致性
When do nonparametric Bayesian procedures “overfit”? To shed light on this question, we consider a binary regression problem in detail and establish frequentist consistency for a certain class of Bayes procedures based on hierarchical priors, called uniform mixture priors. These are defined as follows: let ν be any probability distribution on the nonnegative integers. To sample a function f from the prior πν, first sample m from ν and then sample f uniformly from the set of…