Date
2012
Dewey
Probabilités et mathématiques appliquées
Sujet
Sobolev balls; Besov balls; Bayesian non-parametric; rates of convergence; adaptive estimation; wavelets; Fourier Bases
JEL code
C11
Journal issue
Bayesian Analysis
Volume
7
Number
2
Publication date
2012
Article pages
311-334
Publisher
International Society for Bayesian Analysis
Author
Rivoirard, Vincent
Rousseau, Judith
Type
Article accepté pour publication ou publié
Abstract (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 Gaussian
