Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression

• Main Author: Lian, Heng
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Science::Mathematics::Applied mathematics
• Online Access: https://hdl.handle.net/10356/96486; http://hdl.handle.net/10220/18070
• Institution: Nanyang Technological University

In the last decade, many authors studied asymptotic optimality of Bayesian wavelet estimators such as the posterior median and the posterior mean. In this paper, we consider contraction rates of the posterior distribution in Bayesian wavelet regression in L2/l2 neighborhood of the true parameter, wh...