Random Bernstein Polynomials

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Given a function \(F\) on the closed interval \([0,1],\) the Bernstein polynomial of order \(k\) of \(F\) is defined by \[ B(x;k,F)=\sum_{j=0}^{k}F\left(j/k\right)C_{k}^{j}x^{j}(1-x)^{k-j}. \] Interest in Bernstein polynomials stems from the fact that they are the simplest example of a polynomial approximation which has a probabilistic nature. In this paper Bernstein polynomials which are random, since \(F\) and \(k\) are random, are studied. The case when \(F\) is a probability distribution function on the unit interval is also studied. In particular, the Bernstein polynomial which approximates a Dirichlet process is investigated. This may be of interest in Bayesian nonparametric inference. The posterior from a ``Bernstein-Dirichlet prior and a hybrid Monte Carlo approximation of it are studied. The proposed algorithm has some aspects of novelty since the problem under examination has a ``changing dimension parameter space.




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