title: Bayesian Nonparametric Shrinkage Applied to Cepheid Star Oscillations.
abstract: Bayesian nonparametric regression with dependent wavelets has dual shrinkage properties: there is shrinkage through a dependent prior put on functional differences, and shrinkage through the setting of most of the wavelet coefficients to zero through Bayesian variable selection methods. The methodology can deal with unequally spaced data and is efficient because of the existence of fast moves in model space for the MCMC computation. The methodology is illustrated on the problem of modeling the oscillations of Cepheid variable stars; these are a class of pulsating variable stars with the useful property that their periods of variability are strongly correlated with their absolute luminosity. Once this relationship has been calibrated, knowledge of the period gives knowledge of the luminosity. This makes these stars useful as "standard candles" for estimating distances in the universe.
authors.affiliation: Duke University.
authors.forename: James
authors.initials: J
authors.lastname: Berger
authors.affiliation: University of Texas at Austin and University of Vermont.
authors.forename: William
authors.initials: W
authors.lastname: Jefferys
authors.affiliation: University of Texas at Austin.
authors.forename: Peter
authors.initials: P
authors.lastname: Müller
keywords: Nonparametric regression; Shrinkage prior; Sparsity; Variable selection methods; Wavelets