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: | English |
Published: |
Association for Computing Machinery (ACM),
2017-06-05T14:19:24Z.
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Subjects: | |
Online Access: | Get fulltext |