An analysis of Bayesian inference for nonparametric regression
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Publication:688394
DOI10.1214/AOS/1176349157zbMath0778.62003OpenAlexW1982265941MaRDI QIDQ688394
Publication date: 9 January 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349157
observation modelfrequentist coverage probabilityposterior expectationcontinuous time signal estimation problemGaussian prior distributionhigh order stochastic differential equationposterior probability regions
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Foundations and philosophical topics in statistics (62A01) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes (62M99)
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