کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152591 958294 2011 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Lower bound for the oracle projection posterior convergence rate
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Lower bound for the oracle projection posterior convergence rate
چکیده انگلیسی

In Babenko and Belitser (2010), a new notion for the posterior concentration rate is proposed, the so-called oracle risk rate, the best possible rate over an appropriately chosen estimators family, which is a local quantity (as compared, e.g., with global minimax rates). The program of oracle estimation and Bayes oracle posterior optimality is fully implemented in the above paper for the Gaussian white noise model and the projection estimators family.In this note, we complement the upper bound results of Babenko and Belitser (2010) on the posterior concentration rate by a lower bound result, namely that the concentration rate of the posterior distribution around the ‘true’ value cannot be faster than the oracle projection rate.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 81, Issue 2, February 2011, Pages 175–180
نویسندگان
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