A nonparametric Bayesian method for estimating a response function

Abstract

Consider the problem of estimating a response function which depends upon a non-stochastic independent variable under our control. The data are independent Bernoulli random variables where the probabilities of success are given by the response function at the chosen values of the independent variable. Here we present a nonparametric Bayesian method for estimating the response function. The only prior information assumed is that the response function can be well approximated by a mixture of step functions.