Nonparametric Bayesian Inference on Multivariate Exponential Families
We develop a model by choosing the maximum entropy distribution from the set of models satisfying certain smoothness and independence criteria; we show that inference on this model generalizes local kernel estimation to the context of Bayesian inference on stochastic processes. Our model enables Bay...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Association for Computing Machinery (ACM)
2017
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| Online Access: | http://hdl.handle.net/1721.1/109581 https://orcid.org/0000-0002-1157-4590 https://orcid.org/0000-0002-8293-0492 |