On Bayesian supremum norm contraction rates
贝叶斯上确界范数收缩速度AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要研究一般贝叶斯非参数密度理论,未明确经济分布效应或其他给定应用方向。
贝叶斯上确界范数收缩速度AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
Building on ideas from Castillo and Nickl [Ann. Statist. 41 (2013) 1999–2028], a method is provided to study nonparametric Bayesian posterior convergence rates when “strong” measures of distances, such as the sup-norm, are considered. In particular, we show that likelihood methods can achieve optimal minimax sup-norm rates in density estimation on the unit interval. The introduced methodology is used to prove that commonly used families of prior distributions on densities, namely log-density priors and dyadic random density histograms, can indeed achieve optimal sup-norm rates of convergence. New results are also derived in the Gaussian white noise model as a further illustration of the presented techniques.