Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures

DOI10.1214/16-EJS1119zbMATH Open1332.62157arXiv1507.07412MaRDI QIDQ259196FDOQ259196

Authors: Fengnan Gao, Aad van der Vaart 

Publication date: 11 March 2016

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

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.

Full work available at URL: https://arxiv.org/abs/1507.07412

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zbMATH Keywords

Bayesian inferenceWasserstein metricDirichlet processcontraction rateminimax rate

Mathematics Subject Classification ID

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

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Cited In (5)

• 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

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