March 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.
Keywords: Bayesian; posterior consistency; Lévy random Fields; nonparametric regression.
The manuscript is available in PDF (312kb) format.
Cite as:
@TechReport{Pila:Wolp:2008,
Author = "Natesh S. Pillai and Robert L. Wolpert",
Title = "Posterior Consistency of {B}ayesian Nonparametric
Models Using {L\'e}vy Random Field Priors",
Year = 2008,
Institution = "Duke University Department of Statistical Science",
Type = "Discussion Paper",
Number = "2008-08",
URL = "http://ftp.stat.duke.edu/WorkingPapers/08-08.html",
}