Bayesian Inference for Semiparametric Regression Using a Fourier Representation
利用 Fourier 表示进行半参数回归的贝叶斯推断
Summary This paper presents the Bayesian analysis of a semiparametric regression model that consists of parametric and nonparametric components. The nonparametric component is represented with a Fourier series where the Fourier coefficients are assumed a priori to have zero means and to decay to 0 in probability at either algebraic or geometric rates. The rate of decay controls the smoothness of the response function. The posterior analysis automatically selects the amount…