Posterior asymptotics of nonparametric location-scale mixtures for multivariate density estimation

DOI10.3150/15-BEJ746zbMath1377.62106arXiv1306.2671MaRDI QIDQ502874

Pierpaolo De Blasi, Antonio Canale

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.2671

zbMATH Keywords

Bayesian nonparametricsdensity estimationfactor modelposterior asymptoticsDirichlet mixturesparse random eigenmatrices

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

Related Items (7)

Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors ⋮ Some aspects of symmetric Gamma process mixtures ⋮ Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective ⋮ Bayesian Repulsive Gaussian Mixture Model ⋮ Dirichlet process mixtures under affine transformations of the data ⋮ Bayesian density regression for discrete outcomes ⋮ Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression

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