Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

Convergence Rates for Posterior Distributions and Adaptive Estimation

Publication Date

May, 2000

Publication Type

Tech Report

Author(s)

Tzee-Ming Huang

Abstract

The main goal of this paper is to provide general theorems on convergence rates of posterior distributions that can be applied to many examples to obtain good convergence rates in the context of density estimation as well as regression. We show how to choose priors so that the posterior distributions converge at the optimal rate without prior knowledge of the amount of smoothness of the density function or the regression function to be estimated.