Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures
Statistics Theory
2016-03-10 v2 Statistics Theory
Abstract
We study nonparametric Bayesian inference with location mixtures of the Laplace density and a Dirichlet process prior on the mixing distribution. We derive a contraction rate of the corresponding posterior distribution, both for the mixing distribution relative to the Wasserstein metric and for the mixed density relative to the Hellinger and metrics.
Keywords
Cite
@article{arxiv.1507.07412,
title = {Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures},
author = {Fengnan Gao and Aad van der Vaart},
journal= {arXiv preprint arXiv:1507.07412},
year = {2016}
}
Comments
19 pages. Minor revisions