On Bayesian supremum norm contraction rates
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Publication:480984
DOI10.1214/14-AOS1253zbMATH Open1305.62189arXiv1304.1761MaRDI QIDQ480984FDOQ480984
Authors: Ismaël Castillo 
Publication date: 12 December 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Building on ideas from Castillo and Nickl [Ann. Statist. 41 (2013) 1999-2028], a method is provided to study nonparametric Bayesian posterior convergence rates when "strong" measures of distances, such as the sup-norm, are considered. In particular, we show that likelihood methods can achieve optimal minimax sup-norm rates in density estimation on the unit interval. The introduced methodology is used to prove that commonly used families of prior distributions on densities, namely log-density priors and dyadic random density histograms, can indeed achieve optimal sup-norm rates of convergence. New results are also derived in the Gaussian white noise model as a further illustration of the presented techniques.
Full work available at URL: https://arxiv.org/abs/1304.1761
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