Shape restricted regression with random Bernstein polynomials

Details Shape restricted regression with random Bernstein polynomials Shape restricted regression with random Bernstein polynomials

2007-08-08

arxiv.org/abs/0708.1054v1

IMS Lecture Notes Monograph Series 2007, Vol. 54, 187-202

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/074921707000000157 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/p

Scientific paper

10.1214/074921707000000157

Shape restricted regressions, including isotonic regression and concave regression as special cases, are studied using priors on Bernstein polynomials and Markov chain Monte Carlo methods. These priors have large supports, select only smooth functions, can easily incorporate geometric information into the prior, and can be generated without computational difficulty. Algorithms generating priors and posteriors are proposed, and simulation studies are conducted to illustrate the performance of this approach. Comparisons with the density-regression method of Dette et al. (2006) are included.

Affiliated with

Also associated with

No associations

Rating

Shape restricted regression with random Bernstein polynomials does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Shape restricted regression with random Bernstein polynomials, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Shape restricted regression with random Bernstein polynomials will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-215500