Empirical priors and posterior concentration rates for a monotone density

DOI10.1007/s13171-018-0147-5zbMath1437.62132arXiv1706.08567OpenAlexW3104112171MaRDI QIDQ2300097

Ryan Martin

Publication date: 24 February 2020

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.08567

zbMATH Keywords

empirical BayesGrenander estimatordensity estimationmixture modelshape constraintoptimal minimax rate

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20) Order statistics; empirical distribution functions (62G30)

Related Items (2)

Revisiting consistency of a recursive estimator of mixing distributions ⋮ A review of uncertainty quantification for density estimation

Uses Software

• fdrtool

Cites Work

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