Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density

DOI10.1214/09-AOS703zbMath1181.62047arXiv1001.1615MaRDI QIDQ847631

Judith Rousseau

Publication date: 19 February 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.1615

zbMATH Keywords

rates of convergencekerneladaptive estimationBayesian nonparametricmixtures of betas

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

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Cites Work

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• On a class of Bayesian nonparametric estimates: I. Density estimates
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
• Posterior convergence rates of Dirichlet mixtures at smooth densities
• Convergence rates of posterior distributions for non iid observations
• Non parametric mixture priors based on an exponential random scheme
• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
• Convergence rates for density estimation with Bernstein polynomials.
• Bayesian inference with rescaled Gaussian process priors
• Kullback Leibler property of kernel mixture priors in Bayesian density estimation
• Posterior convergence rates for Dirichlet mixtures of beta densities
• Finite mixture models

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