Recent Advances in Semiparametric Bayesian Function Estimation

Common nonparametric curve tting methods such as spline smooth ing local polynomial regression and basis function approaches are now well devel oped and widely applied More recently Bayesian function estimation has become a useful supplementary or alternative tool for practical data analysis mainly due to breakthroughs in computerintensive inference via Markov chain Monte Carlo simulation This paper surveys recent developments in semiparametric Bayesian inference for generalized regression and outlines some directions in current re search