dc.contributor.author Khazaei, Soleiman dc.contributor.author Rousseau, Judith dc.date.accessioned 2010-07-20T12:55:02Z dc.date.available 2010-07-20T12:55:02Z dc.date.issued 2010 dc.identifier.uri https://basepub.dauphine.fr/handle/123456789/4626 dc.language.iso en en dc.subject kernel mixture en dc.subject k-monotone density en dc.subject Kullback Leibler en dc.subject entropy en dc.subject Consistency en dc.subject Nonparametric Bayesian inference en dc.subject.ddc 519 en dc.subject.classificationjel C14 en dc.subject.classificationjel C11 en dc.title Bayesian Nonparametric Inference of Decreasing Densities en dc.type Communication / Conférence dc.description.abstracten In this paper we discuss consistency of the posterior distribution in cases where the Kullback-Leibler condition is not verified. This condition is stated as : for all $\epsilon > 0$ the prior probability of sets in the form $\{f ; KL(f0 , f ) \leq \epsilon\}$ where KL(f0 , f ) denotes the Kullback-Leibler divergence between the true density f0 of the observations and the density f , is positive. This condi- tion is in almost cases required to lead to weak consistency of the posterior distribution, and thus to lead also to strong consistency. However it is not a necessary condition. We therefore present a new condition to replace the Kullback-Leibler condition, which is usefull in cases such as the estimation of decreasing densities. We then study some specific families of priors adapted to the estimation of decreasing densities and provide posterior concentration rate for these priors, which is the same rate a the convergence rate of the maximum likelihood estimator. Some simulation results are provided. en dc.description.sponsorshipprivate oui en dc.subject.ddclabel Probabilités et mathématiques appliquées en dc.relation.conftitle 42èmes Journées de Statistique en dc.relation.confdate 2010-05 dc.relation.confcity Marseille en dc.relation.confcountry France en
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