Adaptive nonparametric Bayesian inference using location-scale mixture priors
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Abstract: We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly constructed. In particular, we show that adaptation is achieved if a kernel mixture prior on a regression function is constructed using a Gaussian kernel, an inverse gamma bandwidth, and Gaussian mixing weights.
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Cites work
- scientific article; zbMATH DE number 5769874 (Why is no real title available?)
- scientific article; zbMATH DE number 782652 (Why is no real title available?)
- scientific article; zbMATH DE number 3215519 (Why is no real title available?)
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Cited in
(25)- Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
- Bayes procedures for adaptive inference in inverse problems for the white noise model
- Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression
- Bayesian closed surface fitting through tensor products
- Nonparametric Bayes classification and hypothesis testing on manifolds
- Adaptive-modal Bayesian nonparametric regression
- A diffusion process perspective on posterior contraction rates for parameters
- Anisotropic function estimation using multi-bandwidth Gaussian processes
- Some aspects of symmetric Gamma process mixtures
- Rate exact Bayesian adaptation with modified block priors
- Adaptive Bayesian estimation of conditional densities
- Oracle posterior contraction rates under hierarchical priors
- Adaptive Bayesian density estimation with location-scale mixtures
- Posterior rates of convergence for Dirichlet mixtures of exponential power densities
- Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
- Bayesian inference with rescaled Gaussian process priors
- A note on Bayes factor consistency in partial linear models
- Locally adaptive Bayes nonparametric regression via nested Gaussian processes
- Wasserstein convergence in Bayesian and frequentist deconvolution models
- Bayesian adaptation
- Bayesian optimal adaptive estimation using a sieve prior
- Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
- Semiparametric Bernstein-von Mises for the error standard deviation
- A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
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