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Posterior concentration rates for mixtures of normals in random design regression

Abstract:

Previous works on location and location-scale mixtures of normals have shown different upper bounds on the posterior rates of contraction, either in a density estimation context or in nonlinear regression. In both cases, the observations were assumed not too spread by considering either the true density has light tails or the regression function has compact support. It has been conjectured that in a situation where the data are diffuse, location-scale mixtures may benefit from allowing a spat...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1214/17-EJS1344

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Institution:
University of Oxford
Division:
MPLS Division
Department:
Statistics
Oxford college:
Jesus College
Role:
Author
French Alternative Energies and Atomic Energy Commission More from this funder
French National Research Agency More from this funder
University Paris Dauphine More from this funder
Publisher:
Institute of Mathematical Statistics Publisher's website
Journal:
Electronic Journal of Statistics Journal website
Publication date:
2017-10-01
Acceptance date:
2017-09-15
DOI:
EISSN:
1935-7524
Keywords:
Pubs id:
pubs:735208
UUID:
uuid:36663306-3d26-4b19-b157-b2a1412a83eb
Local pid:
pubs:735208
Deposit date:
2017-12-12

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