Related papers: Bayesian Inference for $k$-Monotone Densities with…
We present a new Bayesian methodology to learn the unknown material density of a given sample by inverting its two-dimensional images that are taken with a Scanning Electron Microscope. An image results from a sequence of projections of the…
We study the convergence properties, in Hellinger and related distances, of nonparametric density estimators based on measure transport. These estimators represent the measure of interest as the pushforward of a chosen reference…
The k-monotone classes of densities defined on (0, \infty) have been known in the mathematical literature but were for the first time considered from a statistical point of view by Balabdaoui and Wellner (2007, 2010). In these works, the…
One-step ahead prediction for the multinomial model is considered. The performance of a predictive density is evaluated by the average Kullback-Leibler divergence from the true density to the predictive density. Asymptotic approximations of…
We study the asymptotic behavior of the Maximum Likelihood and Least Squares Estimators of a $k$-monotone density $g_0$ at a fixed point $x_0$ when $k>2$. We find that the $j$th derivative of the estimators at $x_0$ converges at the rate…
This paper presents a study of the large-sample behavior of the posterior distribution of a structural parameter which is partially identified by moment inequalities. The posterior density is derived based on the limited information…
We investigate the asymptotic normality of the posterior distribution in the discrete setting, when model dimension increases with sample size. We consider a probability mass function $\theta_0$ on $\mathbbm{N}\setminus \{0\}$ and a…
Our focus is on constructing a multiscale nonparametric prior for densities. The Bayes density estimation literature is dominated by single scale methods, with the exception of Polya trees, which favor overly-spiky densities even when the…
There is wide interest in studying how the distribution of a continuous response changes with a predictor. We are motivated by environmental applications in which the predictor is the dose of an exposure and the response is a health…
This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback--Leibler distance by different specifications of finite mixtures of normal regressions in which normal means and…
This paper introduces a hierarchical framework to incorporate Hellinger distance methods into Bayesian analysis. We propose to modify a prior over non-parametric densities with the exponential of twice the Hellinger distance between a…
This work focuses on the quantitative contraction rates for McKean-Vlasov stochastic differential equations (SDEs) with multiplicative noise. Under suitable conditions on the coefficients of the SDE, this paper derives explicit quantitative…
A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…
In this paper we provide general conditions to check on the model and the prior to derive posterior concentration rates for data-dependent priors (or empirical Bayes approaches). We aim at providing conditions that are close to the…
Sup-norm curve estimation is a fundamental statistical problem and, in principle, a premise for the construction of confidence bands for infinite-dimensional parameters. In a Bayesian framework, the issue of whether the…
In solving Bayesian inverse problems, it is often desirable to use a common density parameterization to denote the prior and posterior. Typically we seek a density from the same family as the prior which closely approximates the true…
We consider the problem of multivariate density deconvolution when the interest lies in estimating the distribution of a vector-valued random variable but precise measurements of the variable of interest are not available, observations…
Given points $p_1, \dots, p_n$ in $\mathbb{R}^d$, how do we find a point $x$ which maximizes $\frac{1}{n} \sum_{i=1}^n e^{-\|p_i - x\|^2}$? In other words, how do we find the maximizing point, or mode of a Gaussian kernel density estimation…
The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…
This paper studies posterior concentration behavior of the base probability measure of a Dirichlet measure, given observations associated with the sampled Dirichlet processes, as the number of observations tends to infinity. The base…