Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation

DOI10.1214/23-EJS2161arXiv2208.14350OpenAlexW4387317067MaRDI QIDQ6184875

Matteo Giordano

Publication date: 5 January 2024

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

Full work available at URL: https://arxiv.org/abs/2208.14350

zbMATH Keywords

Bayesian nonparametric inferencespatially inhomogeneous functionsfrequentist analysis of Bayesian proceduresLaplace priorBesov prior

Mathematics Subject Classification ID

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

Related Items (1)

Heavy-tailed Bayesian nonparametric adaptation

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