Bayesian Optimal Adaptive Estimation Using a Sieve Prior

DOI10.1002/sjos.12002zbMath1364.62102arXiv1204.2392MaRDI QIDQ2852628

Ghislaine Gayraud, Julyan Arbel, Judith Rousseau

Publication date: 9 October 2013

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

Full work available at URL: https://arxiv.org/abs/1204.2392

zbMATH Keywords

adaptation; white noise model; rate of contraction; nonparametric models; sieve prior; minimax criteria

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62F15: Bayesian inference

62C20: Minimax procedures in statistical decision theory

62G09: Nonparametric statistical resampling methods

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