Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures
We provide conditions on the statistical model and the prior probability law to derive contraction rates of posterior distributions corresponding to data-dependent priors in an empirical Bayes approach for selecting prior hyper-parameter values. We aim at giving conditions in the same spirit as thos...
| Main Authors: | , , , |
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| Format: | Journal article |
| Published: |
Bernoulli Society for Mathematical Statistics and Probability
2017
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