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Hauptverfasser: Belomestny, Denis, van der Meulen, Frank, Spreij, Peter
Format: Preprint
Veröffentlicht: 2023
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Online-Zugang:https://arxiv.org/abs/2305.07432
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author Belomestny, Denis
van der Meulen, Frank
Spreij, Peter
author_facet Belomestny, Denis
van der Meulen, Frank
Spreij, Peter
contents We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise constant or piecewise linear functions, that differ for the specific situations at hand. Posterior consistency and in most cases contraction rates for the estimators are presented. Numerical studies on simulated and real data accompany the theoretical results.
format Preprint
id arxiv_https___arxiv_org_abs_2305_07432
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Nonparametric Bayesian inference for stochastic processes with piecewise constant priors
Belomestny, Denis
van der Meulen, Frank
Spreij, Peter
Statistics Theory
Primary: 62G20, Secondary: 62M05
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise constant or piecewise linear functions, that differ for the specific situations at hand. Posterior consistency and in most cases contraction rates for the estimators are presented. Numerical studies on simulated and real data accompany the theoretical results.
title Nonparametric Bayesian inference for stochastic processes with piecewise constant priors
topic Statistics Theory
Primary: 62G20, Secondary: 62M05
url https://arxiv.org/abs/2305.07432