Bounds for Bayesian order identification with application to mixtures

DOI10.1214/009053607000000857zbMath1246.62083arXiv0804.0768OpenAlexW2065520398MaRDI QIDQ2426629

Judith Rousseau, Antoine Chambaz

Publication date: 23 April 2008

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

Full work available at URL: https://arxiv.org/abs/0804.0768

zbMATH Keywords

rate of convergencemodel selectionnonparametric Bayesian inferenceorder estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items (7)

Optimal Bayesian estimation of Gaussian mixtures with growing number of components ⋮ On posterior contraction of parameters and interpretability in Bayesian mixture modeling ⋮ Bernstein-von Mises theorem for linear functionals of the density ⋮ Asymptotic Behaviour of the Posterior Distribution in Overfitted Mixture Models ⋮ A Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error Probabilities ⋮ A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification ⋮ Estimation of the complexity of a finite mixture distribution: from well- to less known methods

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