Optional Pólya trees: posterior rates and uncertainty quantification

DOI10.1214/22-EJS2086MaRDI QIDQ2106798zbMATH OpenFDO

Authors Ismaël Castillo, Thibault Randrianarisoa

Publication date 19 December 2022

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.05265, https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-2/Optional-P%c3%b3lya-trees-Posterior-rates-and-uncertainty-quantification/10.1214/22-EJS2086.full

zbMATH Keywords

Bayesian nonparametricsfrequentist coverage of credible setsPólya treesposterior convergence ratessupremum normuncertainty quantification

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(3)

• Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
• Optional P\'olya trees: posterior rates and uncertainty quantification
• Nonparametric Bayesian intensity estimation for covariate-driven inhomogeneous point processes

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