Posterior rates of convergence for Dirichlet mixtures of exponential power densities

DOI10.1214/11-EJS604zbMath1274.62272OpenAlexW2066571230MaRDI QIDQ1952186

Catia Scricciolo

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1303996031

zbMATH Keywords

rate of convergenceposterior distributionsieveposterior consistencyBayesian density estimationmixture of exponential power distributions

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (15)

Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Ignatiadis and Wager ⋮ Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures ⋮ On a class of repulsive mixture models ⋮ Posterior concentration rates for mixtures of normals in random design regression ⋮ Posterior consistency in conditional distribution estimation ⋮ Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures ⋮ Bayesian adaptation ⋮ Optimal Bayesian estimation of Gaussian mixtures with growing number of components ⋮ Adaptive Bayesian density estimation with location-scale mixtures ⋮ Bayesian sieve methods: approximation rates and adaptive posterior contraction rates ⋮ Bayesian Repulsive Gaussian Mixture Model ⋮ Wasserstein convergence in Bayesian and frequentist deconvolution models ⋮ Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression ⋮ Rates for Bayesian Estimation of Location-Scale Mixtures of Super-Smooth Densities ⋮ Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures

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