Adaptive Bayesian Estimation of Discrete‐Continuous Distributions Under Smoothness and Sparsity
平滑性与稀疏性下离散—连续分布的自适应贝叶斯估计
We consider nonparametric estimation of a mixed discrete‐continuous distribution under anisotropic smoothness conditions and a possibly increasing number of support points for the discrete part of the distribution. For these settings, we derive lower bounds on the estimation rates. Next, we consider a nonparametric mixture of normals model that uses continuous latent variables for the discrete part of the observations. We show that the posterior in this model contracts at…