This paper is concerned with the construction of a continuous parameter sequence of random probability measures and its application for modeling random phenomena evolving in continuous time. At each time point we have a random probability measure which is generated by a Bayesian nonparametric...

We introduce Bayesian estimation into the Tikhonov regularisation process for recovering functions of high bandwidth from noisy band-limited observations. The method allows for the incorporation of featural constraints and requires the global minimisation of a functional derived from damped...