Posterior contraction rates of density derivative estimation
From MaRDI portal
Publication:1688429
DOI10.1007/s13171-017-0105-7MaRDI QIDQ1688429
Subhashis Ghosal, Weining Shen
Publication date: 5 January 2018
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-017-0105-7
tensor product; B-spline; posterior contraction rate; nonparametric Bayes; density derivative estimation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression
- Theoretical analysis of nonparametric filament estimation
- Bayesian inverse problems with non-conjugate priors
- Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- On Bayesian supremum norm contraction rates
- Bayesian inverse problems with Gaussian priors
- Large-sample inference for log-spline models
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- Adaptive priors based on splines with random knots
- 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
- Nonparametric estimation when data on derivatives are available
- One-sided inference about functionals of a density
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- Posterior consistency of Dirichlet mixtures in density estimation
- Convergence rates of posterior distributions.
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
- Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting
- Posterior consistency of logistic Gaussian process priors in density estimation
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Posterior concentration rates for infinite dimensional exponential families
- Remarks on Some Nonparametric Estimates of a Density Function
- Adaptive Bayesian Procedures Using Random Series Priors
- The estimation of the gradient of a density function, with applications in pattern recognition
- Direct Density Derivative Estimation
- Adaptive Bayesian multivariate density estimation with Dirichlet mixtures
- Estimation of a Probability Density Function and Its Derivatives
- On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
- On Estimation of a Probability Density Function and Mode
- Non-Parametric Inference for Density Modes
- Adaptive Bayesian density regression for high-dimensional data