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ON ADAPTIVE POSTERIOR CONCENTRATION RATES

We investigate the problem of deriving posterior concentration rates under different loss functions in nonparametric Bayes. We first provide a lower bound on posterior coverages of shrinking neighbourhoods that relates the metric or loss under which the shrinking neighbourhood is considered, and... Full description

1st Person: Hoffmann, Marc verfasserin
Additional Persons: Rousseau, Judith verfasserin; Schmidt-Hieber, Johannes verfasserin
Source: in The Annals of Statistics Vol. 43, No. 5 (2015), p. 2259-2295
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Type of Publication: Article
Language: English
Published: 2015
Online: Volltext
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