HOME HELP FEEDBACK SUBSCRIPTIONS ARCHIVE SEARCH TABLE OF CONTENTS		QUICK SEARCH:   [advanced] Author: Keyword(s): Year:  Vol:  Page:

This Article Full Text Full Text (PDF) Alert me when this article is cited Alert me if a correction is posted Services Similar articles in this journal Alert me to new issues of the journal Download to citation manager Citing Articles Citing Articles via Google Scholar Google Scholar Articles by Lian, H. Search for Related Content PubMed Articles by Lian, H.

On the Consistency of Bayesian Function Approximation Using Step Functions

Heng_Lian{at}brown.edu Division of Applied Mathematics, Brown University, Providence, RI 02912, U.S.A.

We consider the problem of estimating a step function with an unknown number of jumps under noisy observations on a grid. Under mild assumptions, the Bayesian approach is shown to produce a consistent estimate, even when the underlying true function is not piecewise constant. A simple prior is constructed to illustrate our assumptions.