Thomas Bayes' walk on manifolds

DOI10.1007/S00440-013-0493-0MaRDI QIDQ2447296zbMATH OpenOpenAlexFDO

Authors Ismaël Castillo, Gérard Kerkyacharian, Dominique Picard

Publication date 25 April 2014

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1206.0459

zbMATH Keywords

Bayesian nonparametricsGaussian process priorsheat kernels

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)

Abstract: Convergence of the Bayes posterior measure is considered in canonical statistical settings where observations sit on a geometrical object such as a compact manifold, or more generally on a compact metric space verifying some conditions. A natural geometric prior based on randomly rescaled solutions of the heat equation is considered. Upper and lower bound posterior contraction rates are derived.

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