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arXiv · 1507.07412

Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures

Fengnan Gao·Aad van der Vaart
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Abstract

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.

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Fengnan Gao, Aad van der Vaart. 2015-07-27. Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures. https://doi.org/10.1214/16-ejs1119

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