On Rates of Convergence for Bayesian Density Estimation

DOI10.1111/J.1467-9469.2006.00540.XzbMath1150.62018OpenAlexW1989915460MaRDI QIDQ3505355

Catia Scricciolo

Publication date: 18 June 2008

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2006.00540.x

zbMATH Keywords

histogramHellinger distanceDirichlet prioradaptive estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

Related Items (12)

Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures ⋮ Unsupervised discretization by two-dimensional MDL-based histogram ⋮ Bayesian adaptation ⋮ Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery ⋮ Lipschitz continuity of probability kernels in the optimal transport framework ⋮ Posterior convergence and model estimation in Bayesian change-point problems ⋮ Posterior rates of convergence for Dirichlet mixtures of exponential power densities ⋮ Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\) ⋮ Posterior concentration for Bayesian regression trees and forests ⋮ Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors ⋮ Data-driven priors and their posterior concentration rates ⋮ Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient

Cites Work

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• Nonparametric curve estimation. Methods, theory, and applications
• Information-theoretic determination of minimax rates of convergence
• Convergence rates of posterior distributions.
• Rates of convergence for the Gaussian mixture sieve.
• Rates of convergence of posterior distributions.
• Convergence rates for density estimation with Bernstein polynomials.
• Divergence-type errors of smooth Barron-type density estimators.
• Bayesian density estimation using bernstein polynomials
• Consistency of Bernstein Polynomial Posteriors
• Random Bernstein Polynomials

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