A CORRESPONDENCE BETWEEN BAYESIAN ESTIMATION ON STOCHASTIC PROCESSES AND SMOOTHING BY SPLINES.

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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

Author(s):
Kimeldorf, George S. ; Wahba, Grace
Author Organization(s):
WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
Descriptive Note:
Technical summary rept.,
Pagination:
0018

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
MRC-TSR-947
Contract/Grant Number(s):
DA-31-124-ARO(D)-462
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*STOCHASTIC PROCESSES, DECISION THEORY), (*CURVE FITTING, *APPROXIMATION(MATHEMATICS)), DIFFERENTIAL EQUATIONS, OPERATORS(MATHEMATICS), MATHEMATICAL PREDICTION, CORRELATION TECHNIQUES, HILBERT SPACE, THEOREMS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
APPROXIMATION, *BAYESIAN ESTIMATION, *SMOOTHING(MATHEMATICS), *SPLINE FUNCTIONS
Report Date:
1968 Oct 01