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arxiv: 0807.2734 · v2 · submitted 2008-07-17 · 🧮 math.ST · stat.TH

Lower bounds for posterior rates with Gaussian process priors

classification 🧮 math.ST stat.TH
keywords gaussianpriorsboundsconvergenceobtainedposteriorprocessrates
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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.

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