Posterior concentration rates for infinite dimensional exponential families
Rivoirard, Vincent; Rousseau, Judith (2012), Posterior concentration rates for infinite dimensional exponential families, Bayesian Analysis, 7, 2, p. 311-334. http://dx.doi.org/10.1214/12-BA710
Type
Article accepté pour publication ou publiéExternal document link
http://hal.archives-ouvertes.fr/hal-00634432/fr/Date
2012Journal name
Bayesian AnalysisVolume
7Number
2Publisher
International Society for Bayesian Analysis
Pages
311-334
Publication identifier
Metadata
Show full item recordAbstract (EN)
In this paper we derive adaptive non-parametric rates of concentration of the posterior distributions for the density model on the class of Sobolev and Besov spaces. For this purpose, we build prior models based on wavelet or Fourier expansions of the logarithm of the density. The prior models are not necessarily GaussianSubjects / Keywords
Sobolev balls; Besov balls; Bayesian non-parametric; rates of convergence; adaptive estimation; wavelets; Fourier BasesRelated items
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Donnet, Sophie; Rivoirard, Vincent; Rousseau, Judith; Scricciolo, Catia (2014) Document de travail / Working paper
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Donnet, Sophie; Rivoirard, Vincent; Rousseau, Judith; Scricciolo, Catia (2017) Article accepté pour publication ou publié
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Hoffmann, Marc; Rousseau, Judith; Schmidt-Hieber, Johannes (2015) Article accepté pour publication ou publié
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Donnet, Sophie; Rousseau, Judith; Rivoirard, Vincent; Scricciolo, Catia (2014) Communication / Conférence