Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities.
Frank RotirotiStephen G. WalkerPublished in: Stat. Comput. (2022)
Keyphrases
- pointwise
- nonparametric regression
- probability distribution
- weighted sum
- posterior probability
- random variables
- probability density
- confidence intervals
- fourier transform
- probability density function
- polynomial approximation
- bayesian networks
- data sets
- feature space
- likelihood function
- high quality
- probabilistic model
- parameter estimation
- posterior distribution
- roc curve