Equivalence between constrained optimal smoothing and Bayesian estimation

DOI10.1080/10485252.2024.2348542MaRDI QIDQ7015769zbMATH OpenFDO

Authors Laurence Grammont, Hassan Maatouk, Xavier Bay

Publication date 7 March 2025

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2024.2348542

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(3)

• Efficient Bayesian linear models for a large number of observations
• Error bounds for a kernel-based constrained optimal smoothing approximation
• Large-scale constrained Gaussian processes for shape-restricted function estimation

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