Lower bounds for posterior rates with Gaussian process priors
classification
🧮 math.ST
stat.TH
keywords
gaussianpriorsboundsconvergenceobtainedposteriorprocessrates
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.