Lower bounds for posterior rates with Gaussian process priors
| dc.creator | Castillo, Ismaël | |
| dc.date | 2008-07-17 | |
| dc.date | 2008-12-22 | |
| dc.date.accessioned | 2026-07-07T12:20:45Z | |
| dc.date.available | 2026-07-07T12:20:45Z | |
| dc.description | Upper bounds for rates of convergence of posterior distributions associated to Gaussian process priors are obtained by van der Vaart and van Zanten in [14] and expressed in terms of a concentration function involving the Reproducing Kernel Hilbert Space of the Gaussian prior. Here lower-bound counterparts are obtained. As a corollary, we obtain the precise rate of convergence of posteriors for Gaussian priors in various settings. Additionally, we extend the upper-bound results of [14] about Riemann-Liouville priors to a continuous family of parameters. | |
| dc.description | Published in at http://dx.doi.org/10.1214/08-EJS273 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0807.2734 | |
| dc.identifier | http://arxiv.org/abs/0807.2734 | |
| dc.identifier | Electronic Journal of Statistics 2008, Vol. 2, 1281-1299 | |
| dc.identifier | doi:10.1214/08-EJS273 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/213157 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62G05, 62G20 (Primary) | |
| dc.title | Lower bounds for posterior rates with Gaussian process priors | |
| dc.type | text |