Rates of contraction of posterior distributions based on p-exponential priors

Sergios Agapiou; Masoumeh Dashti; Tapio Helin

doi:10.3150/20-BEJ1285

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Home > Journals > Bernoulli > Volume 27 > Issue 3 > Article

August 2021 Rates of contraction of posterior distributions based on p-exponential priors

Sergios Agapiou, Masoumeh Dashti, Tapio Helin

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Sergios Agapiou,¹ Masoumeh Dashti,² Tapio Helin³
¹Department of Mathematics and Statistics, University of Cyprus, Nicosia, Cyprus
²Department of Mathematics, University of Sussex, Brighton, United Kingdom
³School of Engineering Science, LUT University, Lappeenranta, Finland

Bernoulli 27(3): 1616-1642 (August 2021). DOI: 10.3150/20-BEJ1285

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Supplemental Content

Supplement to “Rates of contraction of posterior distributions based on p-exponential priors”

This is the supplementary material associated to the present paper. It contains all the proofs of the results in the main article, as well as complementary technical results and a discussion on minimax and linear-minimax rates and their relationship to posterior contraction rates in the white noise model.

Digital Object Identifier: 10.3150/20-BEJ1285SUPP

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Bernoulli

Vol.27 • No. 3 • August 2021

Bernoulli Society for Mathematical Statistics and Probability

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Sergios Agapiou, Masoumeh Dashti, Tapio Helin "Rates of contraction of posterior distributions based on p-exponential priors," Bernoulli, Bernoulli 27(3), 1616-1642, (August 2021)

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