Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures
نویسندگان
چکیده
منابع مشابه
Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures
We provide conditions on the statistical model and the prior probability law to derive contraction rates of posterior distributions corresponding to data-dependent priors in an empirical Bayes approach for selecting prior hyper-parameter values. We aim at giving conditions in the same spirit as those in the seminal article of Ghosal and van der Vaart [23]. We then apply the result to specific s...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2018
ISSN: 1350-7265
DOI: 10.3150/16-bej872