- Asymptotic results in nonparametric Bayesian function estimation
- Award date
- 5 October 2017
- Number of pages
- Document type
- PhD thesis
- Faculty of Science (FNWI)
- Korteweg-de Vries Institute for Mathematics (KdVI)
Bayesian nonparametric methods are widely used in practical applications. They have numerous attractive features such as their philosophical appeal, conceptual simplicity, and ability to easily incorporate prior knowledge about the model. However, putting a prior on a large function space might result in erroneous estimates or suboptimal performance. Therefore, it is essential to study Bayesian procedures to gain insight about which priors to use and how their tuning affects the performance of these procedures. One way to do it is to take an asymptotic approach and to analyse Bayesian methods from the frequentist point of view by assuming that there exists a true underlying function and studying how fast a particular Bayesian procedure captures the truth as the number of observations goes to infinity.
In this thesis we consider function estimation problems in two different statistical settings. First, we discuss regression and binary classification problems on large graphs, where the goal is to estimate a smooth function defined on the vertices of a graph. In the second setting we aim to estimate the intensity of an inhomogeneous Poisson process from a realised point pattern. For both problems we develop adaptive Bayesian procedures and study their asymptotic behaviour from the frequentist perspective. In particular, we derive contraction rates for our procedures and show that they are optimal in a minimax sense.
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