Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
From MaRDI portal
Publication:449972
DOI10.1214/11-AOS924zbMath1246.62095arXiv1203.2043MaRDI QIDQ449972
Richard Nickl, Evarist Giné M.
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2043
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
Related Items (45)
Bayesian manifold regression ⋮ Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure ⋮ Supremum norm posterior contraction and credible sets for nonparametric multivariate regression ⋮ Adaptive Bayesian density estimation in sup-norm ⋮ Multiresolution analysis and adaptive estimation on a sphere using stereographic wavelets ⋮ On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models ⋮ Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors ⋮ Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures ⋮ Adaptive confidence sets in \(L^2\) ⋮ Bayesian inverse problems with unknown operators ⋮ Bayesian inverse problems with non-conjugate priors ⋮ Posterior contraction and credible sets for filaments of regression functions ⋮ Nonparametric Bernstein-von Mises theorems in Gaussian white noise ⋮ Honest and adaptive confidence sets in \(L_p\) ⋮ Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression ⋮ On adaptive posterior concentration rates ⋮ Posterior consistency for the spectral density of non‐Gaussian stationary time series ⋮ Posterior contraction rates of density derivative estimation ⋮ Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures ⋮ Bayesian adaptation ⋮ Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation ⋮ Pólya tree posterior distributions on densities ⋮ Quasi-Bayesian analysis of nonparametric instrumental variables models ⋮ Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\) ⋮ Bayesian sieve methods: approximation rates and adaptive posterior contraction rates ⋮ Semiparametric Bayesian causal inference ⋮ Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems ⋮ Posterior contraction rates for support boundary recovery ⋮ On frequentist coverage errors of Bayesian credible sets in moderately high dimensions ⋮ Posterior contraction in sparse Bayesian factor models for massive covariance matrices ⋮ Rates of contraction of posterior distributions based on \(p\)-exponential priors ⋮ Posterior convergence for Bayesian functional linear regression ⋮ Posterior contraction and credible regions for level sets ⋮ A Bayesian nonparametric approach to log-concave density estimation ⋮ Uncertainty quantification for Bayesian CART ⋮ Variable selection in panel models with breaks ⋮ Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data ⋮ On statistical Calderón problems ⋮ Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes ⋮ Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient ⋮ Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation ⋮ Bayesian regression with nonparametric heteroskedasticity ⋮ Nonparametric Bayesian inference for reversible multidimensional diffusions ⋮ Optional Pólya trees: posterior rates and uncertainty quantification ⋮ Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- Uniform limit theorems for wavelet density estimators
- Donsker-type theorems for nonparametric maximum likelihood estimators
- Rates of contraction of posterior distributions based on Gaussian process priors
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Convergence rates of posterior distributions for non iid observations
- Adaptation on the space of finite signed measures
- Asymptotic methods in statistical decision theory
- The Brunn-Minkowski inequality in Gauss space
- Wavelets on the interval and fast wavelet transforms
- Asymptotically minimax hypothesis testing for nonparametric alternatives. I
- Wavelets, approximation, and statistical applications
- Posterior consistency of Dirichlet mixtures in density estimation
- Convergence rates of posterior distributions.
- Bayesian aspects of some nonparametric problems
- Rates of convergence of posterior distributions.
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- The consistency of posterior distributions in nonparametric problems
- Global uniform risk bounds for wavelet deconvolution estimators
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- On Rates of Convergence for Bayesian Density Estimation
- Towards a practicable Bayesian nonparametric density estimator
- Existence of small ball constants for fractional Brownian motions
- On the small balls problem for equivalent Gaussian measures
- Quelques espaces fonctionnels associés à des processus gaussiens
- [https://portal.mardi4nfdi.de/wiki/Publication:4743580 Approximation dans les espaces m�triques et th�orie de l'estimation]
- On Bayes procedures
- New concentration inequalities in product spaces
This page was built for publication: Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)