On rates of convergence for posterior distributions in infinite-dimensional models
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Publication:995423
DOI10.1214/009053606000001361zbMATH Open1117.62047arXiv0708.1892OpenAlexW3105623078MaRDI QIDQ995423FDOQ995423
Authors: A. Lijoi, I. Prünster, Stephen G. Walker 
Publication date: 3 September 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of convergence for models including the mixture of Dirichlet process model and the random Bernstein polynomial model.
Full work available at URL: https://arxiv.org/abs/0708.1892
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Bayesian inference (62F15) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
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Cited In (29)
- On posterior contraction of parameters and interpretability in Bayesian mixture modeling
- An elementary derivation of the Chinese restaurant process from Sethuraman's stick-breaking process
- Bayesian analysis of the proportional hazards model with time-varying coefficients
- Posterior convergence rate of a class of Dirichlet process mixture model for compositional data
- Convergence rates of variational posterior distributions
- Convergence rates of posterior distributions.
- Bayesian inference for partially identified smooth convex models
- Consistency of posterior distributions for heteroscedastic nonparametric regression models
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
- A diffusion process perspective on posterior contraction rates for parameters
- Criteria for posterior consistency and convergence at a rate
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Convergence of latent mixing measures in finite and infinite mixture models
- Frequentist validity of Bayesian limits
- Posterior rates of convergence for Dirichlet mixtures of exponential power densities
- Bayesian Repulsive Gaussian Mixture Model
- On Rates of Convergence for Posterior Distributions Under Misspecification
- Posteriors, conjugacy, and exponential families for completely random measures
- A Bayesian nonparametric approach to test equating
- Empirical priors and posterior concentration rates for a monotone density
- Posterior contraction of the population polytope in finite admixture models
- General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
- Rates of posterior convergence for iid observations
- Adaptive Bayesian density estimation in sup-norm
- A posterior convergence rate theorem for general Markov chains
- \(L^\infty\) metric criteria for convergence in Bayesian recursive inference systems
- A note on convergence rates for posterior distributions via large deviations techniques
- Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process
- Data-driven priors and their posterior concentration rates
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