Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.

From MaRDI portal
Publication:1848903

DOI10.1214/aos/1013203452zbMath1043.62025OpenAlexW1543267671MaRDI QIDQ1848903

Subhashis Ghosal, Aad W. van der Vaart

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/1013203452



Related Items

Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Ignatiadis and Wager, Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth, Posterior consistency of Dirichlet mixtures for estimating a transition density, Minimax bounds for estimating multivariate Gaussian location mixtures, Convergence rates for Bayesian density estimation of infinite-dimensional exponential families, A deconvolution path for mixtures, Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density, Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small, General maximum likelihood empirical Bayes estimation of normal means, Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity, Posterior convergence rate of a class of Dirichlet process mixture model for compositional data, Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions, Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures, The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation, On a class of repulsive mixture models, Parameter recovery in two-component contamination mixtures: the \(L^2\) strategy, Dirichlet process mixture models for insurance loss data, Posterior consistency in conditional distribution estimation, Nonparametric estimation of multivariate elliptic densities via finite mixture sieves, Uniform consistency in nonparametric mixture models, Optimal estimation of high-dimensional Gaussian location mixtures, Posterior contraction rates of density derivative estimation, Adaptive nonparametric Bayesian inference using location-scale mixture priors, Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints, Modeling Unobserved Sources of Heterogeneity in Animal Abundance Using a Dirichlet Process Prior, ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES, Local-mass preserving prior distributions for nonparametric Bayesian models, Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures, Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes, Bayesian adaptation, Bayesian density estimation for compositional data using random Bernstein polynomials, On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising, Kullback Leibler property of kernel mixture priors in Bayesian density estimation, Posterior convergence rates for Dirichlet mixtures of beta densities, Convergence rate for predictive recursion estimation of finite mixtures, Optimal estimation and computational limit of low-rank Gaussian mixtures, Optimal Bayesian estimation of Gaussian mixtures with growing number of components, Stochastic approximation and Newton's estimate of a mixing distribution, Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors, A Bernstein-von Mises theorem for discrete probability distributions, Asymptotic properties of predictive recursion: robustness and rate of convergence, Adaptive Bayesian density estimation with location-scale mixtures, Posterior rates of convergence for Dirichlet mixtures of exponential power densities, Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\), A note on convergence rates for posterior distributions via large deviations techniques, Copula based factorization in Bayesian multivariate infinite mixture models, Optimal estimation of Gaussian mixtures via denoised method of moments, Identifiability of nonparametric mixture models and Bayes optimal clustering, Bayesian methods for the shape invariant model, A new sufficient condition for identifiability of countably infinite mixtures, Minimax bounds for estimation of normal mixtures, Bayesian Repulsive Gaussian Mixture Model, The local geometry of finite mixtures, A non-parametric Bayesian approach to decompounding from high frequency data, Adaptive robust regression with continuous Gaussian scale mixture errors, Strong identifiability and optimal minimax rates for finite mixture estimation, Singularity, misspecification and the convergence rate of EM, Maximum likelihood kernel density estimation: on the potential of convolution sieves, Misspecification in infinite-dimensional Bayesian statistics, Asymptotic Behaviour of the Posterior Distribution in Overfitted Mixture Models, State price density estimation via nonparametric mixtures, Posterior convergence rates of Dirichlet mixtures at smooth densities, On rates of convergence for posterior distributions in infinite-dimensional models, Convergence rates of posterior distributions for non iid observations, Dynamic binary outcome models with maximal heterogeneity, On strong identifiability and convergence rates of parameter estimation in finite mixtures, Bayesian test of normality versus a Dirichlet process mixture alternative, A survey of nonparametric mixing density estimation via the predictive recursion algorithm, Statistical convergence of the EM algorithm on Gaussian mixture models, Oracle posterior contraction rates under hierarchical priors, Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models, Empirical priors and posterior concentration rates for a monotone density, Estimation of the income distribution and detection of subpopulations: an explanatory model, A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities, Geometric sensitivity measures for Bayesian nonparametric density estimation models, Bayesian MISE convergence rates of Polya urn based density estimators: asymptotic comparisons and choice of prior parameters, Rate of divergence of the nonparametric likelihood ratio test for Gaussian mixtures, Comment: ``Bayes, oracle Bayes and empirical Bayes, Data-driven priors and their posterior concentration rates, Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression, Rates of convergence for the Gaussian mixture sieve., Convergence rates for density estimation with Bernstein polynomials., Rates for Bayesian Estimation of Location-Scale Mixtures of Super-Smooth Densities, Randomly initialized EM algorithm for two-component Gaussian mixture achieves near optimality in \(O(\sqrt{n})\) iterations, Singularity Structures and Impacts on Parameter Estimation in Finite Mixtures of Distributions, Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures



Cites Work