Bayesian multivariate Bernstein polynomial density estimation

Yanyun Zhao, María Concepción Ausín Olivera and Michael Peter Wiper

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: This paper introduces a new approach to Bayesian nonparametric inference for densities on the hypercube, based on the use of a multivariate Bernstein polynomial prior. Posterior convergence rates under the proposed prior are obtained. Furthermore, a novel sampling scheme, based on the use of slice sampling techniques, is proposed for estimation of the posterior predictive density. The approach is illustrated with both simulated and real data examples

Keywords: Bayesian; nonparametrics; Bernstein; polynomials; Dirichlet; process (search for similar items in EconPapers)
Date: 2013-06
New Economics Papers: this item is included in nep-ecm and nep-for
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:ws131211

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