ON ADAPTIVE POSTERIOR CONCENTRATION RATES
ON ADAPTIVE POSTERIOR CONCENTRATION RATES
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Publisher
Hayward: Institute of Mathematical Statistics
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Language
English
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Hayward: Institute of Mathematical Statistics
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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...
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Full title
ON ADAPTIVE POSTERIOR CONCENTRATION RATES
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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
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ISSN
0090-5364
E-ISSN
2168-8966
DOI
10.1214/15-AOS1341