• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail - No thumbnail

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 publié
External document link
http://hal.archives-ouvertes.fr/hal-00634432/fr/
Date
2012
Journal name
Bayesian Analysis
Volume
7
Number
2
Publisher
International Society for Bayesian Analysis
Pages
311-334
Publication identifier
http://dx.doi.org/10.1214/12-BA710
Metadata
Show full item record
Author(s)
Rivoirard, Vincent
Rousseau, Judith
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
Subjects / Keywords
Sobolev balls; Besov balls; Bayesian non-parametric; rates of convergence; adaptive estimation; wavelets; Fourier Bases
JEL
C11 - Bayesian Analysis: General

Related items

Showing items related by title and author.

  • Thumbnail
    Posterior concentration rates for empirical Bayes procedures, with applications to Dirichlet Process mixtures 
    Donnet, Sophie; Rivoirard, Vincent; Rousseau, Judith; Scricciolo, Catia (2018) Article accepté pour publication ou publié
  • Thumbnail
    Posterior concentration rates for empirical Bayes procedures, with applications to Dirichlet Process mixtures. Supplementary material 
    Donnet, Sophie; Rivoirard, Vincent; Rousseau, Judith; Scricciolo, Catia (2014) Document de travail / Working paper
  • Thumbnail
    Posterior concentration rates for counting processes with Aalen multiplicative intensities 
    Donnet, Sophie; Rivoirard, Vincent; Rousseau, Judith; Scricciolo, Catia (2017) Article accepté pour publication ou publié
  • Thumbnail
    On adaptive posterior concentration rates 
    Hoffmann, Marc; Rousseau, Judith; Schmidt-Hieber, Johannes (2015) Article accepté pour publication ou publié
  • Thumbnail
    On Convergence Rates of Empirical Bayes Procedures 
    Donnet, Sophie; Rousseau, Judith; Rivoirard, Vincent; Scricciolo, Catia (2014) Communication / Conférence
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo