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

Alisa Kirichenko; Harry van Zanten

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arXiv · 1511.02515

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

Alisa Kirichenko·Harry van Zanten

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Abstract

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 regularization 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.

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Alisa Kirichenko, Harry van Zanten. 2015-11-08. Estimating a smooth function on a large graph by Bayesian Laplacian regularisation. https://arxiv.org/abs/1511.02515

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