Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth

DOI10.1214/08-AOS678zbMath1173.62021arXiv0908.3556MaRDI QIDQ834358

Aad W. van der Vaart, J. H. van Zanten

Publication date: 19 August 2009

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

Full work available at URL: https://arxiv.org/abs/0908.3556

zbMATH Keywords

classification; rate of convergence; posterior distribution; nonparametric regression; adaptation; Bayesian inference; nonparametric density estimation; Gaussian process priors

Mathematics Subject Classification ID

62M40: Random fields; image analysis

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62F15: Bayesian inference

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