Exact Bayesian regression of piecewise constant functions
نویسندگان
چکیده
منابع مشابه
Exact Bayesian Regression of Piecewise Constant Functions
We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary locations, and levels. The derivation works for any noise and segment level prior, e.g. Cauchy which can handle outliers. We derive simple but good estimates for the in-segment variance. We also propose a Bayesian regression curve as a better way of smoothing data ...
متن کاملBayesian Regression of Piecewise Constant Functions
We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers. We derive simple but good estimates for the in-segment variance. We also propose a Bayesian regression curve as a better way of smoothing data without blurr...
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We study online optimization of smoothed piecewise constant functions over the domain [0, 1). This is motivated by the problem of adaptively picking parameters of learning algorithms as in the recently introduced framework by Gupta and Roughgarden (2016). Majority of the machine learning literature has focused on Lipschitz-continuous functions, or functions with bounded gradients. This is with ...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2007
ISSN: 1936-0975
DOI: 10.1214/07-ba225