Mathematics > Statistics Theory
[Submitted on 27 Jul 2015 (v1), last revised 26 Jan 2016 (this version, v2)]
Title:Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures
View PDFAbstract: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 $L_q$ metrics.
Submission history
From: Fengnan Gao [view email][v1] Mon, 27 Jul 2015 14:25:45 UTC (20 KB)
[v2] Tue, 26 Jan 2016 10:05:50 UTC (21 KB)
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