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

1970; Institute of Mathematical Statistics; Volume: 41; Issue: 2 Linguagem: Inglês

10.1214/aoms/1177697089

2168-8990

George Kimeldorf, Grace Wahba,

Mathematical Analysis and Transform Methods

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)