On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior

DOI10.1016/J.SPL.2008.10.019MaRDI QIDQ1007358zbMATHOpenAlexFDO

Authors A. Babenko, E. Belitser

Publication date 20 March 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.10.019

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Non-Markovian processes: estimation (62M09)

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Cites work

• Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
• Asymptotic equivalence of density estimation and Gaussian white noise
• Asymptotic equivalence of nonparametric regression and white noise
• Bayesian aspects of some nonparametric problems
• Bayesian nonparametric point estimation under a conjugate prior
• Empirical Bayesian test of the smoothness
• Introduction to nonparametric estimation
• Nonparametric curve estimation. Methods, theory, and applications
• On minimax filtering over ellipsoids
• Renormalization exponents and optimal pointwise rates of convergence

Cited in

(4)

• Bayesian optimal adaptive estimation using a sieve prior
• Lower bounds for posterior rates with Gaussian process priors
• Oracle convergence rate of posterior under projection prior and Bayesian model selection
• Lower bound for the oracle projection posterior convergence rate

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