Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures (Q2405180)

The paper's aim is to provide tools to study frequentist asymptotic properties of empirical Bayes posterior distributions, given their wide use in practice. The authors provide sufficient conditions for deriving contraction rates of empirical Bayes posterior distributions. Two relevant applications are considered: the Dirichlet process mixtures of Gaussian densities for the problems of density estimation and density deconvolution and the Dirichlet process mixtures of uniform densities for estimating intensity functions of counting processes obeying the Aalen model. All proofs are correct.