An analysis of Bayesian inference for nonparametric regression
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Publication:688394
DOI10.1214/aos/1176349157zbMath0778.62003MaRDI 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 model; frequentist coverage probability; posterior expectation; continuous time signal estimation problem; Gaussian prior distribution; high order stochastic differential equation; posterior probability regions
62G07: Density estimation
62E20: Asymptotic distribution theory in statistics
62A01: Foundations and philosophical topics in statistics
62G15: Nonparametric tolerance and confidence regions
62M99: Inference from stochastic processes
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