Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density
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Publication:847631
DOI10.1214/09-AOS703zbMath1181.62047arXiv1001.1615MaRDI QIDQ847631
Publication date: 19 February 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.1615
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
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Cites Work
- On a class of Bayesian nonparametric estimates: I. Density estimates
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Convergence rates of posterior distributions for non iid observations
- Non parametric mixture priors based on an exponential random scheme
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Convergence rates for density estimation with Bernstein polynomials.
- Bayesian inference with rescaled Gaussian process priors
- Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- Posterior convergence rates for Dirichlet mixtures of beta densities
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