Posterior Consistency of Bayesian Nonparametric Models Using Lévy Random Field Priors
نویسندگان
چکیده
Department of Statistical Science, Duke University March 24, 2008 We show the posterior consistency of certain nonparametric regression models using Lévy Random field priors. An easily verifiable sufficient condition is derived for the posterior consistency to hold in popular models which use Lévy random fields for regression and function estimation. We apply our results to a Poisson regression model. Our calculations on the Poisson regression model are of independent interest.
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