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Bartek Knapik

Publications and source records attributed to Bartek Knapik.

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A general approach to posterior contraction in nonparametric inverse problems

In this paper we propose a general method to derive an upper bound for the contraction rate of the posterior distribution for nonparametric inverse problems. We present a general theorem that allows us to derive con- traction rates for the parameter of interest from contraction rates of the related direct problem of estimating transformed parameter of interest. An interesting aspect of this approach is that it allows us to derive con- traction rates for priors that are not related to the singular value decomposition of the operator. We apply our result to several examples of linear inverse problems, both in the white noise sequence model and the nonparametric regression model, using priors based on the singular value decomposition of the operator, location-mixture priors and splines prior, and recover minimax adaptive contraction rates.

math.ST

Semiparametric posterior limits under local asymptotic exponentiality

Consider semiparametric models that display local asymptotic exponentiality (Ibragimov and Has'minskii (1981)), an asymptotic property of the likelihood associated with discontinuities of densities. Our interest goes to estimation of the location of such discontinuities while other aspects of the density form a nuisance parameter. It is shown that under certain conditions on model and prior, the posterior distribution displays Bernstein-von Mises-type asymptotic behaviour, with exponential distributions as the limiting sequence. In contrast to regular settings, the maximum likelihood estimator is inefficient under this form of irregularity. However, Bayesian point estimators based on the limiting posterior distribution attain the minimax risk. Therefore, the limiting behaviour of the posterior is used to advocate efficiency of Bayesian point estimation rather than compare it to frequentist estimation procedures based on the maximum likelihood estimator. Results are applied to semiparametric LAE location and scaling examples.

math.ST