Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Locally adaptive smoothing with Markov random fields and shrinkage
  priors   We present a locally adaptive nonparametric curve fitting method that
operates within a fully Bayesian framework. This method uses shrinkage priors
to induce sparsity in order-k differences in the latent trend function,
providing a combination of local adaptation and global control. Using a scale
mixture of normals representation of shrinkage priors, we make explicit
connections between our method and kth order Gaussian Markov random field
smoothing. We call the resulting processes shrinkage prior Markov random fields
(SPMRFs). We use Hamiltonian Monte Carlo to approximate the posterior
distribution of model parameters because this method provides superior
performance in the presence of the high dimensionality and strong parameter
correlations exhibited by our models. We compare the performance of three prior
formulations using simulated data and find the horseshoe prior provides the
best compromise between bias and precision. We apply SPMRF models to two
benchmark data examples frequently used to test nonparametric methods. We find
that this method is flexible enough to accommodate a variety of data generating
models and offers the adaptive properties and computational tractability to
make it a useful addition to the Bayesian nonparametric toolbox.

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The categories of this paper are: chem-ph
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The categories of this paper are: dg-ga
6
The categories of this paper are: astro-ph
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The categories of this paper are: acc-phys
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The categories of this paper are: adap-org
0
The categories of this paper are: hep-ph
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The categories of this paper are: q-alg
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The categories of this paper are: atom-ph
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The categories of this paper are: mtrl-th
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The categories of this paper are: eess
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The categories of this paper are: q-bio
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The categories of this paper are: hep-th
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The categories of this paper are: comp-gas
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The categories of this paper are: funct-an
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The categories of this paper are: alg-geom
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The categories of this paper are: patt-sol