Nonparametric Bayes Estimation

Abstract

For a long time there were a lot of unsuccessful efforts directed toward the solution of many nonparametric problems with the help of the Bayes approach. This can be explained mainly by difficulties a researcher encounter, when he attempts to find a suitable prior distribution, determined on a sample space. Such a distribution in nonparametric problems is chosen in the form of a set of probability distributions on the given sample space. The first work in this field where some progress has been achieved belongs to Ferguson. Ferguson formulated the requirements which must be imposed on a prior distribution