Estimating a smooth function on a large graph by Bayesian Laplacian regularisation
| Authors | |
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| Publication date | 2017 |
| Journal | Electronic Journal of Statistics |
| Volume | Issue number | 11 | 1 |
| Pages (from-to) | 891-915 |
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| Abstract | We study a Bayesian approach to estimating a smooth function in the context of regression or classification problems on large graphs. We derive theoretical results that show how asymptotically optimal Bayesian regularisation can be achieved under an asymptotic shape assumption on the underlying graph and a smoothness condition on the target function, both formulated in terms of the graph Laplacian. The priors we study are randomly scaled Gaussians with precision operators involving the Laplacian of the graph. |
| Document type | Article |
| Language | English |
| Published at | https://doi.org/10.1214/17-EJS1253 |
| Other links | https://www.scopus.com/pages/publications/85016409249 |
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Estimating a smooth function on a large graph by Bayesian Laplacian regularisation
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