Electronic Journal of Statistics
- Electron. J. Statist.
- Volume 10, Number 1 (2016), 608-627.
Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures
Fengnan Gao and Aad van der Vaart
Full-text: Open access
Abstract
We study nonparametric Bayesian inference with location mixtures of the Laplace density and a Dirichlet process prior on the mixing distribution. We derive a contraction rate of the corresponding posterior distribution, both for the mixing distribution relative to the Wasserstein metric and for the mixed density relative to the Hellinger and $L_{q}$ metrics.
Article information
Source
Electron. J. Statist., Volume 10, Number 1 (2016), 608-627.
Dates
Received: July 2015
First available in Project Euclid: 4 March 2016
Permanent link to this document
https://projecteuclid.org/euclid.ejs/1457123508
Digital Object Identifier
doi:10.1214/16-EJS1119
Mathematical Reviews number (MathSciNet)
MR3471990
Zentralblatt MATH identifier
1332.62157
Subjects
Primary: 62G20: Asymptotic properties
Secondary: 62G05: Estimation
Keywords
Bayesian inference contraction rate Dirichlet process minimax rate Wasserstein metric
Citation
Gao, Fengnan; van der Vaart, Aad. Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures. Electron. J. Statist. 10 (2016), no. 1, 608--627. doi:10.1214/16-EJS1119. https://projecteuclid.org/euclid.ejs/1457123508
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