Posterior contraction rates for support boundary recovery

DOI10.1016/J.SPA.2020.06.005MaRDI QIDQ2229557zbMATH OpenOpenAlexFDO

Authors Markus Reiß, Johannes Schmidt-Hieber

Publication date 18 February 2021

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1703.08358

zbMATH Keywords

boundary detectionfrequentist Bayesian analysisGaussian priorPoisson point processposterior contractionwavelet prior

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Bayesian problems; characterization of Bayes procedures (62C10) Nonparametric estimation (62G05)

Abstract: Given a sample of a Poisson point process with intensity $lambd{a}_f(x,y)=nmathbf1(f(x)leqy),$ we study recovery of the boundary function $f$ from a nonparametric Bayes perspective. Because of the irregularity of this model, the analysis is non-standard. We establish a general result for the posterior contraction rate with respect to the $L^1$-norm based on entropy and one-sided small probability bounds. From this, specific posterior contraction results are derived for Gaussian process priors and priors based on random wavelet series.

Recommendations

• Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
• Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures
• Rates of contraction of posterior distributions based on Gaussian process priors
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• A general approach to posterior contraction in nonparametric inverse problems

Cites work

• Adaptive function estimation in nonparametric regression with one-sided errors
• Asymptotic equivalence for nonparametric regression with non-regular errors
• Asymptotics in statistics: some basic concepts
• Bayesian detection of image boundaries
• Bayesian inverse problems with non-conjugate priors
• Bayesian nonparametric statistical inference for Poisson point processes
• Convergence rates of posterior distributions for non iid observations
• Convergence rates of posterior distributions.
• Efficient estimation of functionals in nonparametric boundary models
• Entropy Numbers and Approximation Numbers in Function Spacess
• Fundamentals of nonparametric Bayesian inference
• Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
• Mathematical foundations of infinite-dimensional statistical models
• Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
• On adaptive posterior concentration rates
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• Rates of contraction of posterior distributions based on Gaussian process priors
• Small ball problem via wavelets for Gaussian processes
• Statistical inference for spatial Poisson processes
• The Bernstein-von Mises theorem and nonregular models
• Wavelets on the interval and fast wavelet transforms

Cited in

(3)

• Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
• On lower bounds for the bias-variance trade-off
• Bayesian boundary trend filtering

This page was built for publication: Posterior contraction rates for support boundary recovery

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2229557)