Convergence rate for predictive recursion estimation of finite mixtures
From MaRDI portal
Publication:419247
DOI10.1016/j.spl.2011.10.023zbMath1237.62044arXiv1106.4223MaRDI QIDQ419247
Publication date: 18 May 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.4223
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62L20: Stochastic approximation
Related Items
An Approximate Bayesian Marginal Likelihood Approach for Estimating Finite Mixtures, Asymptotically Optimal Nonparametric Empirical Bayes Via Predictive Recursion, Strong identifiability and optimal minimax rates for finite mixture estimation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stability by Liapunov's direct method. With applications
- Geometric bounds for eigenvalues of Markov chains
- Consistency of a recursive estimate of mixing distributions
- Stochastic approximation and Newton's estimate of a mixing distribution
- Robust estimation of mixture complexity for count data
- Rates of convergence for the Gaussian mixture sieve.
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Stochastic approximation and its applications
- Optimal rate of convergence for finite mixture models
- Asymptotic properties of predictive recursion: robustness and rate of convergence
- A nonparametric empirical Bayes framework for large-scale multiple testing
- Semiparametric inference in mixture models with predictive recursion marginal likelihood
- Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
- Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions
- Bayesian Density Estimation and Inference Using Mixtures
- Order Selection in Finite Mixture Models With a Nonsmooth Penalty
- A Stochastic Approximation Method
- Robust inference for finite Poisson mixtures