Bayesian optimal adaptive estimation using a sieve prior
From MaRDI portal
Publication:2852628
Abstract: We derive rates of contraction of posterior distributions on nonparametric models resulting from sieve priors. The aim of the paper is to provide general conditions to get posterior rates when the parameter space has a general structure, and rate adaptation when the parameter space is, e.g., a Sobolev class. The conditions employed, although standard in the literature, are combined in a different way. The results are applied to density, regression, nonlinear autoregression and Gaussian white noise models. In the latter we have also considered a loss function which is different from the usual l2 norm, namely the pointwise loss. In this case it is possible to prove that the adaptive Bayesian approach for the l2 loss is strongly suboptimal and we provide a lower bound on the rate.
Recommendations
- Bayesian sieve methods: approximation rates and adaptive posterior contraction rates
- On adaptive posterior concentration rates
- Rate exact Bayesian adaptation with modified block priors
- Convergence rates for posterior distributions and adaptive estimation
- Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
Cites work
- Adaptive Bayesian density estimation with location-scale mixtures
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- Adaptive nonparametric Bayesian inference using location-scale mixture priors
- Asymptotic equivalence of nonparametric regression and white noise
- Bayesian aspects of some nonparametric problems
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
- Bernstein-von Mises theorem for linear functionals of the density
- Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
- Convergence rates for posterior distributions and adaptive estimation
- Convergence rates of posterior distributions.
- Introduction to nonparametric estimation
- Minimax estimation via wavelet shrinkage
- Nonparametric Bayesian model selection and averaging
- On Bayesian testimation and its application to wavelet thresholding
- On Optimality of Bayesian Wavelet Estimators
- On optimality of Bayesian testimation in the normal means problem
- On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
- Oracle convergence rate of posterior under projection prior and Bayesian model selection
- Pointwise optimality of Bayesian wavelet estimators
- Posterior concentration rates for infinite dimensional exponential families
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Rates of contraction of posterior distributions based on Gaussian process priors
- Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density
- Rates of convergence of posterior distributions.
- The Bayesian Choice
- The consistency of posterior distributions in nonparametric problems
- Trade-offs between global and local risks in nonparametric function estimation
- Wavelet Thresholding via A Bayesian Approach
Cited in
(31)- A Bernstein-von Mises theorem for smooth functionals in semiparametric models
- Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors
- Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
- Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model
- Bayesian inverse problems with non-conjugate priors
- Bayes procedures for adaptive inference in inverse problems for the white noise model
- Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
- Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors
- On adaptive posterior concentration rates
- Rate exact Bayesian adaptation with modified block priors
- Designing truncated priors for direct and inverse Bayesian problems
- Oracle posterior contraction rates under hierarchical priors
- Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation
- Heavy-tailed Bayesian nonparametric adaptation
- Adaptive variational Bayes: optimality, computation and applications
- Bayesian adaptation
- Ideal Bayesian Spatial Adaptation
- Hypotheses testing and posterior concentration rates for semi-Markov processes
- Adaptive Bayesian procedures using random series priors
- Bayesian inference in nonparanormal graphical models
- Bayesian linear inverse problems in regularity scales with discrete observations
- Posterior concentration and fast convergence rates for generalized Bayesian learning
- Bayesian sieve methods: approximation rates and adaptive posterior contraction rates
- Rates of contraction of posterior distributions based on \(p\)-exponential priors
- Uncertainty quantification for Bayesian CART
- Bayesian sieve method for piece-wise smooth regression
- Bayesian linear inverse problems in regularity scales
- Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
- Bayesian estimation of nonlinear Hawkes processes
- Data-driven priors and their posterior concentration rates
This page was built for publication: Bayesian optimal adaptive estimation using a sieve prior
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2852628)
