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2016 Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures
Fengnan Gao, Aad van der Vaart
Electron. J. Statist. 10(1): 608-627 (2016). DOI: 10.1214/16-EJS1119

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.

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Fengnan Gao. Aad van der Vaart. "Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures." Electron. J. Statist. 10 (1) 608 - 627, 2016. https://doi.org/10.1214/16-EJS1119

Information

Received: 1 July 2015; Published: 2016
First available in Project Euclid: 4 March 2016

zbMATH: 1332.62157
MathSciNet: MR3471990
Digital Object Identifier: 10.1214/16-EJS1119

Subjects:
Primary: 62G20
Secondary: 62G05

Rights: Copyright © 2016 The Institute of Mathematical Statistics and the Bernoulli Society

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Vol.10 • No. 1 • 2016
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