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dc.contributor.authorRivoirard, Vincent
dc.contributor.authorRousseau, Judith
dc.date.accessioned2011-10-26T13:35:40Z
dc.date.available2011-10-26T13:35:40Z
dc.date.issued2012
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/7335
dc.language.isoenen
dc.subjectSobolev ballsen
dc.subjectBesov ballsen
dc.subjectBayesian non-parametricen
dc.subjectrates of convergenceen
dc.subjectadaptive estimationen
dc.subjectwaveletsen
dc.subjectFourier Basesen
dc.subject.ddc519en
dc.subject.classificationjelC11en
dc.titlePosterior concentration rates for infinite dimensional exponential familiesen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherCentre de Recherche en Économie et Statistique (CREST) http://www.crest.fr/ INSEE – École Nationale de la Statistique et de l'Administration Économique;France
dc.description.abstractenIn this paper we derive adaptive non-parametric rates of concentration of the posterior distributions for the density model on the class of Sobolev and Besov spaces. For this purpose, we build prior models based on wavelet or Fourier expansions of the logarithm of the density. The prior models are not necessarily Gaussianen
dc.relation.isversionofjnlnameBayesian Analysis
dc.relation.isversionofjnlvol7
dc.relation.isversionofjnlissue2
dc.relation.isversionofjnldate2012
dc.relation.isversionofjnlpages311-334
dc.relation.isversionofdoihttp://dx.doi.org/10.1214/12-BA710
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00634432/fr/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherInternational Society for Bayesian Analysis
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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