Year: 2014
Type: preprint
Abstract: In the need for low assumption inferential methods in infinite-dimensional settings, Bayesian adaptive estimation via a prior distribution that does not depend on the regularity of the function to be estimated nor on the sample size is valuable. We elucidate relationships among the main approaches followed to design priors for minimax-optimal rate-adaptive estimation meanwhile shedding light on the underlying ideas.
Source: arXiv (Cornell University)
Author: Scricciolo, Catia
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4394648659