Lower bounds for posterior rates with Gaussian process priors
Statistics Theory
2008-12-22 v2 Statistics Theory
Abstract
Upper bounds for rates of convergence of posterior distributions associated to Gaussian process priors are obtained by van der Vaart and van Zanten in [14] and expressed in terms of a concentration function involving the Reproducing Kernel Hilbert Space of the Gaussian prior. Here lower-bound counterparts are obtained. As a corollary, we obtain the precise rate of convergence of posteriors for Gaussian priors in various settings. Additionally, we extend the upper-bound results of [14] about Riemann-Liouville priors to a continuous family of parameters.
Keywords
Cite
@article{arxiv.0807.2734,
title = {Lower bounds for posterior rates with Gaussian process priors},
author = {Ismaël Castillo},
journal= {arXiv preprint arXiv:0807.2734},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/08-EJS273 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)