Consistency of Bayes estimators of a binary regression function
نویسندگان
چکیده
منابع مشابه
Consistency of Bayes Estimators of a Binary Regression Function
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 large class of Bayes procedures based on certain heirarchical priors, called uniform mixture priors. These are defined as follows: let ν be any probability distribution on the nonnegative integers. To sample a function...
متن کاملm at h . ST ] 1 4 O ct 2 00 5 CONSISTENCY OF BAYES ESTIMATORS OF A BINARY REGRESSION FUNCTION
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 fro...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2006
ISSN: 0090-5364
DOI: 10.1214/009053606000000236