Bayesian Density Estimation

  • Sibusiso Sibisi
  • John Skilling
Conference paper
Part of the Fundamental Theories of Physics book series (FTPH, volume 70)

Abstract

We develop a fully Bayesian solution to the density estimation problem. Smoothness of the estimates f is incorporated through the integral formulation f(x) = ∫ dx′ф(x′) K(x,x′) involving an appropriately smooth kernel function K. The analysis involves integration over the underlying space of densities ф. The key to this approach lies in properly setting up a measure on this space consistent with passage to the continuum limit of continuous x. With this done, a flat prior suffices to complete a well-posed definition of the problem.

Keywords

Continuum Limit Dirichlet Form Hypothesis Space Optimal Width Bayesian Solution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Kluwer Academic Publishers 1996

Authors and Affiliations

  • Sibusiso Sibisi
    • 1
  • John Skilling
    • 1
  1. 1.Cavendish LaboratoryUniversity of CambridgeEngland

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