Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density

DOI10.1214/09-AOS703zbMath1181.62047arXiv1001.1615MaRDI QIDQ847631

Judith Rousseau

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

zbMATH Keywords

rates of convergence; kernel; adaptive estimation; Bayesian nonparametric; mixtures of betas

Mathematics Subject Classification ID

62G07: Density estimation

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62F15: Bayesian inference

Related Items

Adaptive nonparametric Bayesian inference using location-scale mixture priors, Lower bound for the oracle projection posterior convergence rate, Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors, Adaptive Bayesian density estimation with location-scale mixtures, Bayesian Optimal Adaptive Estimation Using a Sieve Prior

Cites Work

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