Rates of convergence for the Gaussian mixture sieve.

DOI10.1214/AOS/1015956709zbMATH Open1105.62333OpenAlexW1965745576MaRDI QIDQ1848816FDOQ1848816

Authors: Christopher R. Genovese, Larry Wasserman 

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015956709

Recommendations

• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
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Mathematics Subject Classification ID

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

Cites Work

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• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
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• On Kullback-Leibler loss and density estimation
• Optimal rate of convergence for finite mixture models
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Nonparametric maximum likelihood estimation by the method of sieves
• An asymptotic property of model selection criteria
• Smooth estimates of normal mixtures
• Adaptive Mixtures
• Rates of convergence for the maximum likelihood estimator in mixture models
• Semiparametric estimation of normal mixture densities

Cited In (44)

• Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
• Anchored Bayesian Gaussian mixture models
• Some Practical Problems in Implementing a Certain Sieve Estimator of the Gaussian Mean Function
• On Rates of Convergence for Bayesian Density Estimation
• Rate of divergence of the nonparametric likelihood ratio test for Gaussian mixtures
• Optimal estimation of Gaussian mixtures via denoised method of moments
• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
• Evolutionary annealing: global optimization in measure spaces
• Convergence of posterior distribution in the mixture of regressions
• Uniform consistency in nonparametric mixture models
• Randomized mixture models for probability density approximation and estimation
• Convergence rate for predictive recursion estimation of finite mixtures
• Convergence rates for density estimation with Bernstein polynomials.
• Some theoretical results regarding the polygonal distribution
• Posterior convergence rates of Dirichlet mixtures at smooth densities
• Plug-in \(L_2\)-upper error bounds in deconvolution, for a mixing density estimate in \(\mathbb{R}^d\) and for its derivatives, via the \(L_1\)-error for the mixture
• The local geometry of finite mixtures
• Generalized maximum likelihood estimation of normal mixture densities
• Learning attribute patterns in high-dimensional structured latent attribute models
• Identifiability of nonparametric mixture models and Bayes optimal clustering
• Strong identifiability and optimal minimax rates for finite mixture estimation
• Parameter recovery in two-component contamination mixtures: the \(L^2\) strategy
• Posterior consistency in conditional density estimation by covariate dependent mixtures
• Optimal estimation and computational limit of low-rank Gaussian mixtures
• Convergence of latent mixing measures in finite and infinite mixture models
• Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
• Density estimation with stagewise optimization of the empirical risk
• Adaptive Bayesian density estimation with location-scale mixtures
• Copula based factorization in Bayesian multivariate infinite mixture models
• Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small
• Bayesian methods for the shape invariant model
• Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach
• Asymptotic properties of predictive recursion: robustness and rate of convergence
• A Dirichlet Process Gaussian State Machine Model for Change Detection in Transient Processes
• Some statistical and computational challenges, and opportunities in astronomy
• A quasi-Bayesian change point detection with exchangeable weights
• Finite mixture regression: a sparse variable selection by model selection for clustering
• Clustering and variable selection for categorical multivariate data
• Optimal estimation of high-dimensional Gaussian location mixtures
• A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models
• Estimating the number of components in finite mixture models via the group-sort-fuse procedure
• Randomly initialized EM algorithm for two-component Gaussian mixture achieves near optimality in \(O(\sqrt{n})\) iterations
• Bayesian modeling of joint and conditional distributions
• Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model

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