Multivariate Bayesian function estimation

DOI10.1214/009053605000000705zbMATH Open1084.62032arXivmath/0603136OpenAlexW3102265020MaRDI QIDQ818003FDOQ818003

Authors: Jean-François Angers, P. T. Kim 

Publication date: 23 March 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries on the multivariate nonparametric regression function. The Bayesian approach then allows one to incorporate hierarchical Bayesian methods directly into the spectral structure, thus providing a symmetry-adaptive multivariate Bayesian function estimator. One can also diffuse away some prior information in which the limiting case is a smoothing spline on the manifold. This, together with the result that the smoothing spline solution obtains the minimax rate of convergence in the multivariate nonparametric regression problem, provides good frequentist properties for the Bayes estimators. An application to astronomy is included.

Full work available at URL: https://arxiv.org/abs/math/0603136

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zbMATH Keywords

Bayes factorcross-validationeigenfunctionseigenvaluesSobolev spaceszeta functionposteriorcomets

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian problems; characterization of Bayes procedures (62C10) Spline approximation (41A15) Applications of PDEs on manifolds (58J90) Stratified sets (58A35)

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Cited In (13)

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