Rates of contraction for posterior distributions in L^r-metrics, 1 r
From MaRDI portal
Publication:449972
Abstract: The frequentist behavior of nonparametric Bayes estimates, more specifically, rates of contraction of the posterior distributions to shrinking -norm neighborhoods, , of the unknown parameter, are studied. A theorem for nonparametric density estimation is proved under general approximation-theoretic assumptions on the prior. The result is applied to a variety of common examples, including Gaussian process, wavelet series, normal mixture and histogram priors. The rates of contraction are minimax-optimal for , but deteriorate as increases beyond 2. In the case of Gaussian nonparametric regression a Gaussian prior is devised for which the posterior contracts at the optimal rate in all -norms, .
Recommendations
- Rates of contraction of posterior distributions based on \(p\)-exponential priors
- On rates of convergence for posterior distributions in infinite-dimensional models
- Posterior contraction rates of density derivative estimation
- scientific article; zbMATH DE number 4084651
- Rates of contraction of posterior distributions based on Gaussian process priors
- Weak convergence and the exponential rate of concentration for posterior density functions
- A note on convergence rates for posterior distributions via large deviations techniques
- ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
Cites work
- scientific article; zbMATH DE number 412139 (Why is no real title available?)
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 2034517 (Why is no real title available?)
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors
- Adaptation on the space of finite signed measures
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- Approximation dans les espaces m�triques et th�orie de l'estimation
- Asymptotic methods in statistical decision theory
- Asymptotically minimax hypothesis testing for nonparametric alternatives. I
- Bayesian aspects of some nonparametric problems
- Convergence rates of posterior distributions for non iid observations
- Convergence rates of posterior distributions.
- Donsker-type theorems for nonparametric maximum likelihood estimators
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Existence of small ball constants for fractional Brownian motions
- Global uniform risk bounds for wavelet deconvolution estimators
- New concentration inequalities in product spaces
- On Bayes procedures
- On Rates of Convergence for Bayesian Density Estimation
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- On the small balls problem for equivalent Gaussian measures
- Posterior consistency of Dirichlet mixtures in density estimation
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Quelques espaces fonctionnels associés à des processus gaussiens
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Rates of contraction of posterior distributions based on Gaussian process priors
- Rates of convergence of posterior distributions.
- 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 Brunn-Minkowski inequality in Gauss space
- The consistency of posterior distributions in nonparametric problems
- Towards a practicable Bayesian nonparametric density estimator
- Uniform limit theorems for wavelet density estimators
- Wavelets on the interval and fast wavelet transforms
- Wavelets, approximation, and statistical applications
Cited in
(55)- Wasserstein convergence in Bayesian and frequentist deconvolution models
- Consistent inference for diffusions from low frequency measurements
- Heavy-tailed Bayesian nonparametric adaptation
- Bayesian quantile estimation in deconvolution
- Bayesian consistency with the supremum metric
- Multiresolution analysis and adaptive estimation on a sphere using stereographic wavelets
- Adaptive confidence sets in \(L^2\)
- Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation
- Bayesian inverse problems with unknown operators
- Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes
- Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
- On Bayesian supremum norm contraction rates
- Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression
- Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data
- Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
- Nonparametric Bayesian inference for reversible multidimensional diffusions
- Bayesian manifold regression
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
- Honest and adaptive confidence sets in \(L_p\)
- Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Posterior contraction and credible sets for filaments of regression functions
- Optional Pólya trees: posterior rates and uncertainty quantification
- Variable selection in panel models with breaks
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- Pólya tree posterior distributions on densities
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
- Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Posterior convergence for Bayesian functional linear regression
- Bayesian inverse problems with non-conjugate priors
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
- Rates of contraction of posterior distributions based on \(p\)-exponential priors
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Bayesian adaptation
- On adaptive posterior concentration rates
- Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
- A Bayesian nonparametric approach to log-concave density estimation
- Posterior contraction rates for support boundary recovery
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
- Semiparametric Bayesian causal inference
- Posterior contraction and credible regions for level sets
- Uncertainty quantification for Bayesian CART
- On statistical Calderón problems
- Rates of contraction of posterior distributions based on Gaussian process priors
- Bayesian sieve methods: approximation rates and adaptive posterior contraction rates
- On frequentist coverage errors of Bayesian credible sets in moderately high dimensions
- Posterior contraction in Gaussian process regression using Wasserstein approximations
- Posterior contraction rates of density derivative estimation
- ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
- Posterior consistency for the spectral density of non‐Gaussian stationary time series
- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
- Bayesian regression with nonparametric heteroskedasticity
- Adaptive Bayesian density estimation in sup-norm
This page was built for publication: Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q449972)
