Optional Pólya trees: posterior rates and uncertainty quantification

DOI10.1214/22-EJS2086MaRDI QIDQ2106798FDOQ2106798

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

zbMATH Keywords

Bayesian nonparametricsuncertainty quantificationsupremum normfrequentist coverage of credible setsposterior convergence ratesPólya trees

Mathematics Subject Classification ID

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

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Cited In (2)

• Optional P\'olya trees: posterior rates and uncertainty quantification
• Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes

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