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Article Dans Une Revue Annals of Statistics Année : 2008

Bounds for Bayesian order identification with application to mixtures

Résumé

The efficiency of two Bayesian order estimators is studied under weak assumptions. By using nonparametric techniques, we prove new underestimation and overestimation bounds. The results apply to various models, including mixture models. In this case, the errors are shown to be O(e-an) and O((log n)b n-1/2) (a, b > 0), respectively.

Dates et versions

hal-00262054 , version 1 (10-03-2008)

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Antoine Chambaz, Judith Rousseau. Bounds for Bayesian order identification with application to mixtures. Annals of Statistics, 2008, 36 (2), pp.938-962. ⟨10.1214/009053607000000857⟩. ⟨hal-00262054⟩
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