Convergence rates for density estimation with Bernstein polynomials.

DOI10.1214/AOS/1013203453zbMATH Open1043.62024OpenAlexW1584961538MaRDI QIDQ1848904FDOQ1848904

Authors: Subhashis Ghosal 

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/1013203453

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zbMATH Keywords

entropystrong approximationsieve

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

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Cited In (78)

• On posterior contraction of parameters and interpretability in Bayesian mixture modeling
• Nonparametric Bayesian data analysis
• Bernstein polynomial estimation of a spectral density
• Extended Bernstein prior via reinforced urn processes
• On Rates of Convergence for Bayesian Density Estimation
• Posterior convergence rate of a class of Dirichlet process mixture model for compositional data
• Unimodal density estimation using Bernstein polynomials
• A projection approach to monotonic regression with Bernstein polynomials
• Convergence of posterior distribution in the mixture of regressions
• Adaptive nonparametric Bayesian inference using location-scale mixture priors
• Randomized mixture models for probability density approximation and estimation
• Bernstein polynomial of recursive regression estimation with censored data
• Efficient and robust density estimation using Bernstein type polynomials
• On nonparametric estimation of the latent distribution for ordinal data
• Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
• A Bernstein-type estimator for decreasing density with application to \(p\)-value adjustments
• A note on generalized Bernstein polynomial density estimators
• Recursive regression estimation based on the two-time-scale stochastic approximation method and Bernstein polynomials
• Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution
• Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
• Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex
• On the uniform consistency of the Bernstein density estimator
• On rates of convergence for posterior distributions in infinite-dimensional models
• Arbitrarily slow convergence of sequences of linear operators: a survey
• ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
• On estimating distribution functions using Bernstein polynomials
• Density estimation with stagewise optimization of the empirical risk
• Adaptive Bayesian density estimation with location-scale mixtures
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• Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
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• Bayesian goodness of fit testing with mixtures of triangular distributions
• Probabilistic Detection and Estimation of Conic Sections From Noisy Data
• The consistency of posterior distributions in nonparametric problems
• Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
• A Unified Framework for Fitting Bayesian Semiparametric Models to Arbitrarily Censored Survival Data, Including Spatially Referenced Data
• Nonparametric Bayesian model selection and averaging
• Asymptotic properties of Bernstein estimators on the simplex
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• Bayesian adaptation
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• On the boundary properties of Bernstein polynomial estimators of density and distribution functions
• Convex analysis in the semiparametric model with Bernstein polynomials
• A variable selection approach to monotonic regression with Bernstein polynomials
• A bias-reduced approach to density estimation using Bernstein polynomials
• Direct importance estimation for covariate shift adaptation
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• A note on convergence rates for posterior distributions via large deviations techniques
• Consistency of Bernstein Polynomial Posteriors
• Estimating the number of components in finite mixture models via the group-sort-fuse procedure
• Bayesian regression with nonparametric heteroskedasticity
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• On the role of the prior in multiplicity adjustment
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• 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
• Sup-Hellinger consistency for local density regression
• Bayesian nonparametrics for directional statistics
• Order statistics approaches to unobserved heterogeneity in auctions
• Flexible semiparametric generalized Pareto modeling of the entire range of rainfall amount
• Risk Preference Types, Limited Consideration, and Welfare
• Bayes factors for choosing among six common survival models
• Identification of auction models using order statistics
• On the small sample behavior of Dirichlet process mixture models for data supported on compact intervals
• Rates of posterior convergence for iid observations
• Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors
• Efficient sieve maximum likelihood estimation of time-transformation models

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