Oracle convergence rate of posterior under projection prior and Bayesian model selection

DOI10.3103/S1066530710030026zbMath1282.62125OpenAlexW2077971385MaRDI QIDQ2437894

Eduard Belitser, Alexandra Babenko

Publication date: 10 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530710030026

zbMATH Keywords

probabilityBayes approachoracle projection posterior rateBayes model selectorfalse selectionposterior-randomized estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10)

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