Convergence rate for predictive recursion estimation of finite mixtures

DOI10.1016/j.spl.2011.10.023zbMath1237.62044arXiv1106.4223OpenAlexW2063061677MaRDI QIDQ419247

Ryan Martin

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.4223

zbMATH Keywords

Lyapunov functionstochastic approximationKullback-Leibler divergencedensity estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Stochastic approximation (62L20)

Related Items (5)

Optimal Bayesian estimation of Gaussian mixtures with growing number of components ⋮ Strong identifiability and optimal minimax rates for finite mixture estimation ⋮ An Approximate Bayesian Marginal Likelihood Approach for Estimating Finite Mixtures ⋮ A survey of nonparametric mixing density estimation via the predictive recursion algorithm ⋮ Asymptotically Optimal Nonparametric Empirical Bayes Via Predictive Recursion

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