Fuzzy sets in nonparametric Bayes regression

Details Fuzzy sets in nonparametric Bayes regression Fuzzy sets in nonparametric Bayes regression

2008-05-21

arxiv.org/abs/0805.3209v1

IMS Collections 2008, Vol. 3, 89-104

Statistics

Methodology

Published in at http://dx.doi.org/10.1214/074921708000000084 the IMS Collections (http://www.imstat.org/publications/imscollec

Scientific paper

10.1214/074921708000000084

A simple Bayesian approach to nonparametric regression is described using fuzzy sets and membership functions. Membership functions are interpreted as likelihood functions for the unknown regression function, so that with the help of a reference prior they can be transformed to prior density functions. The unknown regression function is decomposed into wavelets and a hierarchical Bayesian approach is employed for making inferences on the resulting wavelet coefficients.

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