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 EstadÃstica
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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