Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)

DOI10.1214/11-AOS924zbMath1246.62095arXiv1203.2043MaRDI QIDQ449972

Richard Nickl, Evarist Giné M.

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.2043

zbMATH Keywords

nonparametric hypothesis testing

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

Related Items

Bayesian manifold regression, Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure, Supremum norm posterior contraction and credible sets for nonparametric multivariate regression, Adaptive Bayesian density estimation in sup-norm, Multiresolution analysis and adaptive estimation on a sphere using stereographic wavelets, On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models, Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors, Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures, Adaptive confidence sets in \(L^2\), Bayesian inverse problems with unknown operators, Bayesian inverse problems with non-conjugate priors, Posterior contraction and credible sets for filaments of regression functions, Nonparametric Bernstein-von Mises theorems in Gaussian white noise, Honest and adaptive confidence sets in \(L_p\), Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression, On adaptive posterior concentration rates, Posterior consistency for the spectral density of non‐Gaussian stationary time series, Posterior contraction rates of density derivative estimation, Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures, Bayesian adaptation, Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation, Pólya tree posterior distributions on densities, Quasi-Bayesian analysis of nonparametric instrumental variables models, Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\), Bayesian sieve methods: approximation rates and adaptive posterior contraction rates, Semiparametric Bayesian causal inference, Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems, Posterior contraction rates for support boundary recovery, On frequentist coverage errors of Bayesian credible sets in moderately high dimensions, Posterior contraction in sparse Bayesian factor models for massive covariance matrices, Rates of contraction of posterior distributions based on \(p\)-exponential priors, Posterior convergence for Bayesian functional linear regression, Posterior contraction and credible regions for level sets, A Bayesian nonparametric approach to log-concave density estimation, Uncertainty quantification for Bayesian CART, Variable selection in panel models with breaks, Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data, On statistical Calderón problems, Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes, Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient, Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation, Bayesian regression with nonparametric heteroskedasticity, Nonparametric Bayesian inference for reversible multidimensional diffusions, Optional Pólya trees: posterior rates and uncertainty quantification, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• A semiparametric Bernstein-von Mises theorem for Gaussian process priors
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
• Uniform limit theorems for wavelet density estimators
• Donsker-type theorems for nonparametric maximum likelihood estimators
• Rates of contraction of posterior distributions based on Gaussian process priors
• Posterior convergence rates of Dirichlet mixtures at smooth densities
• Convergence rates of posterior distributions for non iid observations
• Adaptation on the space of finite signed measures
• Asymptotic methods in statistical decision theory
• The Brunn-Minkowski inequality in Gauss space
• Wavelets on the interval and fast wavelet transforms
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Wavelets, approximation, and statistical applications
• Posterior consistency of Dirichlet mixtures in density estimation
• Convergence rates of posterior distributions.
• Bayesian aspects of some nonparametric problems
• Rates of convergence of posterior distributions.
• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
• Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
• The consistency of posterior distributions in nonparametric problems
• Global uniform risk bounds for wavelet deconvolution estimators
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• On Rates of Convergence for Bayesian Density Estimation
• Towards a practicable Bayesian nonparametric density estimator
• Existence of small ball constants for fractional Brownian motions
• On the small balls problem for equivalent Gaussian measures
• Quelques espaces fonctionnels associés à des processus gaussiens
• [https://portal.mardi4nfdi.de/wiki/Publication:4743580 Approximation dans les espaces m�triques et th�orie de l'estimation]
• On Bayes procedures
• New concentration inequalities in product spaces