Kullback Leibler property of kernel mixture priors in Bayesian density estimation
From MaRDI portal
Publication:2426836
DOI10.1214/07-EJS130zbMath1135.62022arXiv0710.2746MaRDI QIDQ2426836
Publication date: 14 May 2008
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.2746
Related Items (30)
Bayesian nonparametric location-scale-shape mixtures ⋮ Rates and coverage for monotone densities using projection-posterior ⋮ On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models ⋮ Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density ⋮ Asymptotics for posterior hazards ⋮ Bayesian temporal density estimation with autoregressive species sampling models ⋮ Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds ⋮ Dirichlet process mixture models for insurance loss data ⋮ Posterior consistency in conditional distribution estimation ⋮ On posterior consistency of tail index for Bayesian kernel mixture models ⋮ Adaptive nonparametric Bayesian inference using location-scale mixture priors ⋮ Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints ⋮ The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions ⋮ Revisiting consistency of a recursive estimator of mixing distributions ⋮ Bayesian nonparametric regression with varying residual density ⋮ Adaptive Bayesian density estimation with location-scale mixtures ⋮ Posterior rates of convergence for Dirichlet mixtures of exponential power densities ⋮ A review of Bayesian asymptotics in general insurance applications ⋮ Nonparametric Bayes classification and hypothesis testing on manifolds ⋮ Copula based factorization in Bayesian multivariate infinite mixture models ⋮ Bayesian Repulsive Gaussian Mixture Model ⋮ Nonparametric Bayesian estimation of a concave distribution function with mixed interval censored data ⋮ Dirichlet process mixtures under affine transformations of the data ⋮ On the topological support of species sampling priors ⋮ Empirical priors and posterior concentration rates for a monotone density ⋮ Bayesian density regression for discrete outcomes ⋮ Bayesian Nonparametric Modeling for Multivariate Ordinal Regression ⋮ Low information omnibus (LIO) priors for Dirichlet process mixture models ⋮ Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models ⋮ Rates for Bayesian Estimation of Location-Scale Mixtures of Super-Smooth Densities
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On a class of Bayesian nonparametric estimates: I. Density estimates
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Some aspects of Pólya tree distributions for statistical modelling
- Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
- Consistent semiparametric Bayesian inference about a location parameter.
- Posterior consistency of Dirichlet mixtures in density estimation
- 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 nonparametrics
- Posterior convergence rates for Dirichlet mixtures of beta densities
- Bayesian density estimation using bernstein polynomials
- Consistency of Bernstein Polynomial Posteriors
- CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
- Bayesian Density Estimation and Inference Using Mixtures
- Random Bernstein Polynomials
- On Bayes procedures
- Probability density function estimation using gamma kernels
- Modeling censored lifetime data using a mixture of gammas baseline
This page was built for publication: Kullback Leibler property of kernel mixture priors in Bayesian density estimation