Optimal Bayesian estimation of Gaussian mixtures with growing number of components
From MaRDI portal
Publication:2692528
DOI10.3150/22-BEJ1495MaRDI QIDQ2692528
Publication date: 22 March 2023
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.09284
Gaussian mixturesDirichlet processesfinite mixture modelsposterior contraction ratesgrowing number of componentsmixing distribution estimation
Parametric inference (62Fxx) Nonparametric inference (62Gxx) Probabilistic methods, stochastic differential equations (65Cxx)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic Behaviour of the Posterior Distribution in Overfitted Mixture Models
- Empirical Bayes posterior concentration in sparse high-dimensional linear models
- Convergence rate for predictive recursion estimation of finite mixtures
- Consistency of a recursive estimate of mixing distributions
- On adaptive posterior concentration rates
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Natural exponential families with quadratic variance functions
- Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Optimal rate of convergence for finite mixture models
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- Adaptive Bayesian density estimation with location-scale mixtures
- Posterior rates of convergence for Dirichlet mixtures of exponential power densities
- Convergence of latent mixing measures in finite and infinite mixture models
- On posterior contraction of parameters and interpretability in Bayesian mixture modeling
- Strong identifiability and optimal minimax rates for finite mixture estimation
- Variable selection consistency of Gaussian process regression
- Bounding mean first passage times in population continuous-time Markov chains
- A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics
- Bayesian Kantorovich deconvolution in finite mixture models
- Optimal estimation of Gaussian mixtures via denoised method of moments
- A general framework for Bayes structured linear models
- Robust estimation of mixing measures in finite mixture models
- Bounds for Bayesian order identification with application to mixtures
- A Bayesian analysis of some nonparametric problems
- Inconsistency of Pitman-Yor process mixtures for the number of components
- Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- 10.1162/jmlr.2003.3.4-5.993
- Mixture Models With a Prior on the Number of Components
- Bayesian Density Estimation and Inference Using Mixtures
- Handbook of Mixture Analysis
- A Bayesian Information Criterion for Singular Models
- Rate exact Bayesian adaptation with modified block priors
- On strong identifiability and convergence rates of parameter estimation in finite mixtures
This page was built for publication: Optimal Bayesian estimation of Gaussian mixtures with growing number of components