Adaptive Bayesian density estimation in sup-norm
نویسندگان
چکیده
We investigate the problem of deriving adaptive posterior rates contraction on L∞ balls in density estimation. Although it is known that log-density priors can achieve optimal when true sufficiently smooth, were still to be proven. Here we establish so-called spike-and-slab prior and rates. Along way, prove a generic result for with independent wavelet coefficients. Interestingly, our approach different from previous works reminiscent classical test-based used Bayesian nonparametrics. Moreover, require no lower bound smoothness density, albeit are deteriorated by an extra log(n) factor case low smoothness.
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2022
ISSN: ['1573-9759', '1350-7265']
DOI: https://doi.org/10.3150/21-bej1387