Pólya tree posterior distributions on densities

Other literature type English OPEN
Castillo, Ismaël;
  • Publisher: Institut Henri Poincaré
  • Journal: issn: 0246-0203
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1214/16-AIHP784
  • Subject: Supremum norm convergence | 62G07 | Bayesian nonparametrics | Minimax rate | 62G20 | Pólya tree distribution | Bernstein–von Mises theorem | Bayesian Donsker theorem | 62G15
    arxiv: Statistics::Computation | Statistics::Theory | Statistics::Methodology

Pólya trees form a popular class of prior distributions used in Bayesian nonparametrics. For some choice of parameters, Pólya trees are prior distributions on density functions. In this paper we carry out a frequentist analysis of the induced posterior distributions in ... View more
Share - Bookmark