Bayesian curve estimation by polynomial of random order

✍ Scribed by Bani.K. Mallick

• Book ID: 104340532
• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 771 KB
• Volume: 70
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/s0378-3758(97)00179-1

✦ Synopsis

A Bayesian method of estimating an unknown regression curve by a polynomial of random order is proposed. A joint distribution is assigned over both the set of possible orders of the polynomial and the polynomial coefficients. Reversible jumps Markov chain Monte Carlo (MCMC) (Green, Biometrika 82 (1995) 711-32), are used to compute required posteriors. The methodology is extended to polynomials of random order with discontinuities and to piecewise polynomials of random order to handle wiggly curves. The effectiveness of the methodology is illustrated with a number of examples. (~) 1998 Elsevier Science B.V. All rights reserved.