Bayesian MISE convergence rates of Polya urn based density estimators: asymptotic comparisons and choice of prior parameters

DOI10.1080/02331888.2021.1883614zbMath1465.62058arXiv1205.5508OpenAlexW3131905724MaRDI QIDQ4987649

Sourabh Bhattacharya, Sabyasachi Mukhopadhyay

Publication date: 3 May 2021

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.5508

zbMATH Keywords

Dirichlet processmean integrated squared errorBayesian asymptoticsPolya urnmixture analysis

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic Behaviour of the Posterior Distribution in Overfitted Mixture Models
• Kernel estimation of conditional density with truncated, censored and dependent data
• On Bayesian ``central clustering: application to landscape classification of Western Ghats
• On a class of Bayesian nonparametric estimates: I. Density estimates
• Gibbs sampling based Bayesian analysis of mixtures with unknown number of components
• Posterior convergence rates of Dirichlet mixtures at smooth densities
• On the consistency of Bayes estimates
• On inconsistent Bayes estimates of location
• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
• Fast and efficient Bayesian semi-parametric curve-fitting and clustering in massive data
• Kernel density estimation with doubly truncated data
• Contributions to the theory of Dirichlet processes
• Approximation Theorems of Mathematical Statistics
• Bayesian Density Estimation and Inference Using Mixtures

This page was built for publication: Bayesian MISE convergence rates of Polya urn based density estimators: asymptotic comparisons and choice of prior parameters