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dc.contributor.authorDonnet, Sophie
HAL ID: 14568
ORCID: 0000-0003-4370-7316
dc.contributor.authorRousseau, Judith
dc.contributor.authorRivoirard, Vincent
dc.contributor.authorScricciolo, Catia
dc.date.accessioned2014-06-11T14:29:29Z
dc.date.available2014-06-11T14:29:29Z
dc.date.issued2014
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/13437
dc.language.isoenen
dc.subjectempirical Bayes selection of prior hyperparameters
dc.subjectDirichlet process mixtures
dc.subjectnonparametric curve estimation
dc.subject.ddc519en
dc.subject.classificationjelC11en
dc.titleOn Convergence Rates of Empirical Bayes Procedures
dc.typeCommunication / Conférence
dc.contributor.editoruniversityotherDepartment of Decision Sciences, Bocconi University;Italie
dc.contributor.editoruniversityotherCREST-ENSA;France
dc.description.abstractenEmpirical Bayes procedures are commonly used based on the supposedasymptotic equivalence with fully Bayesian procedures, which, however, has not sofar received full theoretical support in terms of uncertainty quantification. In thisnote, we provide some results on contraction rates of empirical Bayes posteriordistributions which are illustrated in nonparametric curve estimation using Dirichletprocess mixture models.
dc.description.abstractotherlanguageLe procedure bayesiane empiriche sono comunemente utilizzate sulla base di una presunta equivalenza asintotica con quelle propriamente bayesiane, la quale, tuttavia, non ha finora ricevuto piena giustificazione teorica in termini di quantificazione dell’incertezza. In questa nota si forniscono alcuni risultati sulla velocità di convergenza della distribuzione finale bayesiana empirica che sono il- lustrati nel caso della stima non parametrica di curve mediante modelli miscuglio di processi di Dirichlet.en
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.conftitleSIS 2014
dc.relation.confcityCagliari
dc.relation.confcountryITALY
dc.relation.forthcomingnonen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.date.updated2018-07-26T12:07:29Z


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