Journal article
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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Authors
Funding
University Paris Dauphine
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French National Research Agency
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French Alternative Energies and Atomic Energy Commission
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Bibliographic Details
- 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
Item Description
- Keywords:
- Pubs id:
-
pubs:735208
- UUID:
-
uuid:36663306-3d26-4b19-b157-b2a1412a83eb
- Local pid:
- pubs:735208
- Deposit date:
- 2017-12-12
Terms of use
- Copyright holder:
- Naulet and Rousseau
- Copyright date:
- 2017
- Notes:
- Published under a Creative Commons Attribution 4.0 International License.
- Licence:
- CC Attribution (CC BY)
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