Rate exact Bayesian adaptation with modified block priors
نویسندگان
چکیده
منابع مشابه
Rate Exact Bayesian Adaptation with Modified Block Priors
A novel block prior is proposed for adaptive Bayesian estimation. The prior does not depend on the smoothness of the function or the sample size. It puts sufficient prior mass near the true signal and automatically concentrates on its effective dimension. A rateoptimal posterior contraction is obtained in a general framework, which includes density estimation, white noise model, Gaussian sequen...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2016
ISSN: 0090-5364
DOI: 10.1214/15-aos1368