Abstract
In this article, we present some specific aspects of symmetric Gamma process mixtures for use in regression models. First we propose a new Gibbs sampler for simulating the posterior. The algorithm is tested on two examples, the mean regression problem with normal errors, and the reconstruction of two dimensional CT images. In a second time, we establish posterior rates of convergence related to the mean regression problem with normal errors. For location-scale and location-modulation mixtures the rates are adaptive over Hölder classes, and in the case of location-modulation mixtures are nearly optimal.
| Original language | English |
|---|---|
| Pages (from-to) | 703-720 |
| Number of pages | 18 |
| Journal | Bayesian Analysis |
| Volume | 13 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Sept 2018 |
| Externally published | Yes |
Keywords
- Bayesian nonparameterics
- Nonparametric regression
- Signed random measures
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