Adaptive nonparametric Bayesian inference using location-scale mixture priors

DOI10.1214/10-AOS811zbMATH Open1204.62062arXiv1211.2121MaRDI QIDQ620549FDOQ620549

Authors: R. de Jonge, J. H. van Zanten 

Publication date: 19 January 2011

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

Abstract: We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly constructed. In particular, we show that adaptation is achieved if a kernel mixture prior on a regression function is constructed using a Gaussian kernel, an inverse gamma bandwidth, and Gaussian mixing weights.

Full work available at URL: https://arxiv.org/abs/1211.2121

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zbMATH Keywords

Bayesian inferencenonparametric regressionrate of convergenceadaptationposterior distributionkernel mixture priors

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian problems; characterization of Bayes procedures (62C10)

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Cited In (25)

• Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
• Bayesian closed surface fitting through tensor products
• Bayes procedures for adaptive inference in inverse problems for the white noise model
• Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression
• Nonparametric Bayes classification and hypothesis testing on manifolds
• A diffusion process perspective on posterior contraction rates for parameters
• Adaptive-modal Bayesian nonparametric regression
• Anisotropic function estimation using multi-bandwidth Gaussian processes
• Rate exact Bayesian adaptation with modified block priors
• Some aspects of symmetric Gamma process mixtures
• Adaptive Bayesian estimation of conditional densities
• Oracle posterior contraction rates under hierarchical priors
• Bayesian inference with rescaled Gaussian process priors
• Adaptive Bayesian density estimation with location-scale mixtures
• Posterior rates of convergence for Dirichlet mixtures of exponential power densities
• Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
• A note on Bayes factor consistency in partial linear models
• Locally adaptive Bayes nonparametric regression via nested Gaussian processes
• Wasserstein convergence in Bayesian and frequentist deconvolution models
• Bayesian adaptation
• Bayesian optimal adaptive estimation using a sieve prior
• Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
• Semiparametric Bernstein-von Mises for the error standard deviation
• A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth

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