English

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 LqL_q 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