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2020 Posterior contraction and credible sets for filaments of regression functions
Wei Li, Subhashis Ghosal
Electron. J. Statist. 14(1): 1707-1743 (2020). DOI: 10.1214/20-EJS1705

Abstract

A filament consists of local maximizers of a smooth function $f$ when moving in a certain direction. A filamentary structure is an important feature of the shape of an object and is also considered as an important lower dimensional characterization of multivariate data. There have been some recent theoretical studies of filaments in the nonparametric kernel density estimation context. This paper supplements the current literature in two ways. First, we provide a Bayesian approach to the filament estimation in regression context and study the posterior contraction rates using a finite random series of B-splines basis. Compared with the kernel-estimation method, this has a theoretical advantage as the bias can be better controlled when the function is smoother, which allows obtaining better rates. Assuming that $f:\mathbb{R}^{2}\mapsto \mathbb{R}$ belongs to an isotropic Hölder class of order $\alpha \geq 4$, with the optimal choice of smoothing parameters, the posterior contraction rates for the filament points on some appropriately defined integral curves and for the Hausdorff distance of the filament are both $(n/\log n)^{(2-\alpha )/(2(1+\alpha ))}$. Secondly, we provide a way to construct a credible set with sufficient frequentist coverage for the filaments. We demonstrate the success of our proposed method in simulations and one application to earthquake data.

Citation

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Wei Li. Subhashis Ghosal. "Posterior contraction and credible sets for filaments of regression functions." Electron. J. Statist. 14 (1) 1707 - 1743, 2020. https://doi.org/10.1214/20-EJS1705

Information

Received: 1 June 2019; Published: 2020
First available in Project Euclid: 15 April 2020

zbMATH: 07200241
MathSciNet: MR4083733
Digital Object Identifier: 10.1214/20-EJS1705

Subjects:
Primary: 62G08, 62G20
Secondary: 62G15

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Vol.14 • No. 1 • 2020
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