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Posterior Consistency of Nonparametric Conditional Moment Restricted Models
identified region limited information likelihood sieve approximation nonparametric instrumental variable ill-posed problem partial identification Bayesian inference
2011/6/20
This paper addresses the estimation of the nonparametric conditional moment
restricted model that involves an infinite dimensional parameter g0. We
estimate it in a quasi-Bayesian way based on the l...
Posterior consistency of Gaussian process prior for nonparametric binary regression
Binary regression Gaussian process Karhunen–Loeve expansion maximal inequality posterior consistency
2010/4/26
Consider binary observations whose response probability is an
unknown smooth function of a set of covariates. Suppose that a prior
on the response probability function is induced by a Gaussian proce...