Kullback Leibler property of kernel mixture priors in Bayesian density estimation
نویسندگان
چکیده
منابع مشابه
Kullback Leibler property of kernel mixture priors in Bayesian density estimation
Abstract: Positivity of the prior probability of Kullback-Leibler neighborhood around the true density, commonly known as the Kullback-Leibler property, plays a fundamental role in posterior consistency. A popular prior for Bayesian estimation is given by a Dirichlet mixture, where the kernels are chosen depending on the sample space and the class of densities to be estimated. The Kullback-Leib...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2008
ISSN: 1935-7524
DOI: 10.1214/07-ejs130