Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures

DOI10.1214/16-EJS1119MaRDI QIDQ259196zbMATH OpenFDO

Authors Fengnan Gao, Aad van der Vaart

Publication date 11 March 2016

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

Full work available at URL https://arxiv.org/abs/1507.07412, https://projecteuclid.org/euclid.ejs/1457123508

zbMATH Keywords

Bayesian inferenceWasserstein metricDirichlet processcontraction rateminimax rate

Mathematics Subject Classification ID

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

Abstract: We study nonparametric Bayesian inference with location mixtures of the Laplace density and a Dirichlet process prior on the mixing distribution. We derive a contraction rate of the corresponding posterior distribution, both for the mixing distribution relative to the Wasserstein metric and for the mixed density relative to the Hellinger and $L_q$ metrics.

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Cited in

(8)

• Posterior rates of convergence for composite quantile regression
• On posterior contraction of parameters and interpretability in Bayesian mixture modeling
• Posterior convergence rates of Dirichlet mixtures at smooth densities
• Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
• Approximation of Bayesian models for time-to-event data
• Wasserstein convergence in Bayesian and frequentist deconvolution models
• Bayesian Kantorovich deconvolution in finite mixture models
• Minimax rates for Wasserstein deconvolution of regular distributions with ordinary smooth errors

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