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June 2012 Posterior Concentration Rates for Infinite Dimensional Exponential Families
Vincent Rivoirard, Judith Rousseau
Bayesian Anal. 7(2): 311-334 (June 2012). DOI: 10.1214/12-BA710

Abstract

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.

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Vincent Rivoirard. Judith Rousseau. "Posterior Concentration Rates for Infinite Dimensional Exponential Families." Bayesian Anal. 7 (2) 311 - 334, June 2012. https://doi.org/10.1214/12-BA710

Information

Published: June 2012
First available in Project Euclid: 16 June 2012

zbMATH: 1330.62179
MathSciNet: MR2934953
Digital Object Identifier: 10.1214/12-BA710

Rights: Copyright © 2012 International Society for Bayesian Analysis

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Vol.7 • No. 2 • June 2012
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