Show simple item record

dc.contributor.authorSalomond, Jean-Bernard
dc.date.accessioned2015-04-14T17:25:45Z
dc.date.available2015-04-14T17:25:45Z
dc.date.issued2014
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/14939
dc.language.isoenen
dc.subjectDensity estimationen
dc.subjectBayesian inferenceen
dc.subjectconcentration rateen
dc.subject.ddc519en
dc.titleConcentration rate and consistency of the posterior distribution for selected priors under monotonicity constraintsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn this paper, we consider the well known problem of estimating a density function under qualitative assumptions. More precisely, we estimate monotone non-increasing densities in a Bayesian setting and derive concentration rate for the posterior distribution for a Dirichlet process and finite mixture prior. We prove that the posterior distribution based on both priors concentrates at the rate (n/log(n))−1/3, which is the minimax rate of estimation up to a log(n) factor. We also study the behaviour of the posterior for the point-wise loss at any fixed point of the support of the density and for the sup-norm. We prove that the posterior distribution is consistent for both loss functions.en
dc.relation.isversionofjnlnameElectronic Journal of Statistics
dc.relation.isversionofjnlvol8en
dc.relation.isversionofjnlissue1en
dc.relation.isversionofjnldate2014
dc.relation.isversionofjnlpages1380-1404en
dc.relation.isversionofdoi10.1214/14-EJS929en
dc.identifier.urlsitehttp://dx.doi.org/10.1214/14-EJS929en
dc.relation.isversionofjnlpublisherIMSen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceinternational
dc.relation.Isversionofjnlpeerreviewedoui
hal.person.labIds


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record