Concepedia

A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines

The Annals of Mathematical Statistics · 1970 · 959 citations · 3 references

Open access

Concepts

Natural SciencesBiostatisticsMathematicsProbability TheoryStatisticsStochastic ProcessesBayesian InferenceBayesian ModelingBayesian StatisticsBayesian EstimationBayesian SmoothingSmoothing SplinesSpline EstimationSpline Smoothing

Abstract

Abstract : The report presents classes of prior distributions for which the Bayes' estimate of an unknown function given certain observations is a spline function. (Author)

References

3

Theory of reproducing kernels

N. Aronszajn · Transactions of the American Mathematical Society · 1950 · 5.4K citations · Full text

Natural Sciences, Mathematics, Computational Geometry +9

An Approach to Time Series Analysis

Emanuel Parzen · The Annals of Mathematical Statistics · 1961 · 381 citations · Full text

Computing, Mathematics, Statistics +9

On linear statistical problems in stochastic processes

Jaroslav Hájek · Czechoslovak Mathematical Journal · 1962 · 111 citations · Full text

Engineering, Mathematics, Probability Theory +13