Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery

DOI10.1214/19-AOS1853zbMath1452.62155arXiv1809.04140OpenAlexW3043029782MaRDI QIDQ2196227

Johannes Schmidt-Hieber, Markus Reiss

Publication date: 28 August 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.04140

zbMATH Keywords

Bernstein-von Mises theoremPoisson point processcompound Poisson processposterior contractionboundary detectionfrequentist Bayes analysissubordinator prior

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Posterior contraction rates for support boundary recovery ⋮ Criteria for posterior consistency and convergence at a rate ⋮ Bayesian variance estimation in the Gaussian sequence model with partial information on the means ⋮ Oracle posterior contraction rates under hierarchical priors ⋮ A Bayesian nonparametric approach to log-concave density estimation

Uses Software

• BartPy

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