Adaptive priors based on splines with random knots

DOI10.1214/14-BA879zbMATH Open1327.62130arXiv1303.3365OpenAlexW2963600204MaRDI QIDQ899059FDOQ899059

E. Belitser, Paulo Serra

Publication date: 21 December 2015

Published in: Bayesian Analysis (Search for Journal in Brave)

Abstract: Splines are useful building blocks when constructing priors on nonparametric models indexed by functions. Recently it has been established in the literature that hierarchical priors based on splines with a random number of equally spaced knots and random coefficients in the B-spline basis corresponding to those knots lead, under certain conditions, to adaptive posterior contraction rates, over certain smoothness functional classes. In this paper we extend these results for when the location of the knots is also endowed with a prior. This has already been a common practice in MCMC applications, where the resulting posterior is expected to be more "spatially adaptive", but a theoretical basis in terms of adaptive contraction rates was missing. Under some mild assumptions, we establish a result that provides sufficient conditions for adaptive contraction rates in a range of models.

Full work available at URL: https://arxiv.org/abs/1303.3365

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zbMATH Keywords

splinerandom knotsadaptive priorBayesian non-parametricoptimal contraction rate

Mathematics Subject Classification ID

Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cited In (7)

• Posterior consistency for the spectral density of non‐Gaussian stationary time series
• Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes
• Posterior contraction rates of density derivative estimation
• Bayesian sieve methods: approximation rates and adaptive posterior contraction rates
• Bayesian Analysis of the Proportional Hazards Model with Time‐Varying Coefficients
• Geometrically designed, variable knot regression splines
• Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines

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