Estimating a smooth function on a large graph by Bayesian Laplacian regularisation

被引:20
作者
Kirichenko, Alisa [1 ]
van Zanten, Harry [1 ]
机构
[1] Korteweg de Vries Inst Math, Sci Pk 107, NL-1098 XG Amsterdam, Netherlands
关键词
Function estimation on graphs; Laplacian regularisation; nonparametric Bayes; LIMITS;
D O I
10.1214/17-EJS1253
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study a Bayesian approach to estimating a smooth function in the context of regression or classification problems on large graphs. We derive theoretical results that show how asymptotically optimal Bayesian regularisation can be achieved under an asymptotic shape assumption on the underlying graph and a smoothness condition on the target function, both formulated in terms of the graph Laplacian. The priors we study are randomly scaled Gaussians with precision operators involving the Laplacian of the graph.
引用
收藏
页码:891 / 915
页数:25
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