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ON ADAPTIVE POSTERIOR CONCENTRATION RATES

ON ADAPTIVE POSTERIOR CONCENTRATION RATES

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1442364152

ON ADAPTIVE POSTERIOR CONCENTRATION RATES

About this item

Full title

ON ADAPTIVE POSTERIOR CONCENTRATION RATES

Publisher

Hayward: Institute of Mathematical Statistics

Journal title

The Annals of statistics, 2015-10, Vol.43 (5), p.2259-2295

Language

English

Formats

Publication information

Publisher

Hayward: Institute of Mathematical Statistics

More information

Scope and Contents

Contents

We investigate the problem of deriving posterior concentration rates under different loss functions in nonparametric Bayes. We first provide a lower bound on posterior coverages of shrinking neighbourhoods that relates the metric or loss under which the shrinking neighbourhood is considered, and an intrinsic pre-metric linked to frequentist separat...

Alternative Titles

Full title

ON ADAPTIVE POSTERIOR CONCENTRATION RATES

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1442364152

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1442364152

Other Identifiers

ISSN

0090-5364

E-ISSN

2168-8966

DOI

10.1214/15-AOS1341

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