Data-driven priors and their posterior concentration rates (Q2326047)

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Data-driven priors and their posterior concentration rates

scientific article; zbMATH DE number 7113711

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English	Data-driven priors and their posterior concentration rates	scientific article; zbMATH DE number 7113711

Statements

instance of

scholarly article

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title

Data-driven priors and their posterior concentration rates (English)

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Electronic Journal of Statistics

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publication date

4 October 2019

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full work available at URL

https://arxiv.org/abs/1604.05734

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https://projecteuclid.org/euclid.ejs/1568944885

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zbMATH Keywords

adaptation

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data-dependent prior

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density estimation

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empirical Bayes

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nonparametric regression

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MaRDI profile type

MaRDI publication profile

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cites work

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Needles and straw in a haystack: posterior concentration for possibly sparse sequences

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Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector

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Bayes and empirical Bayes: do they merge?

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Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator

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Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints

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On Rates of Convergence for Bayesian Density Estimation

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Bayesian adaptation

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Adaptive Bayesian procedures using random series priors

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Rates of convergence of posterior distributions.

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Empirical Bayes scaling of Gaussian priors in the white noise model

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Adaptive posterior contraction rates for the horseshoe

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Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth

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Rényi Divergence and Kullback-Leibler Divergence

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Identifiers

zbMATH Open document ID

1429.62148

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DOI

10.1214/19-EJS1600

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2326047