Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation

DOI10.1214/23-ejs2161arXiv2208.14350OpenAlexW4387317067MaRDI QIDQ6184875

Matteo Giordano

Publication date: 5 January 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.14350

zbMATH Keywords

Bayesian nonparametric inferencespatially inhomogeneous functionsfrequentist analysis of Bayesian proceduresLaplace priorBesov prior

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

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