论文标题

Wasserstein的后部收缩率在非主导的贝叶斯非参数模型中

Wasserstein posterior contraction rates in non-dominated Bayesian nonparametric models

论文作者

Camerlenghi, Federico, Dolera, Emanuele, Favaro, Stefano, Mainini, Edoardo

论文摘要

后宫收缩率(PCR)增强了贝叶斯一致性的概念,量化了后验分布集中在真正模型的任意小社区上的速度,并且随着样本量为Infinity,概率倾向于1或几乎肯定。在贝叶斯非参数框架下,PCR研究中的一个常见假设是该模型主要是观测值。也就是说,假定可以通过贝叶斯公式写入后部。在本文中,我们考虑了在贝叶斯非参数模型中建立PCR的问题,在贝叶斯非参数模型中无法通过贝叶斯公式获得后验分布,因此对于观测值而言不主导的模型。通过Wasserstein距离和合适的筛子构建,我们的主要结果在贝叶斯非参数模型中建立了PCR,在这些模型中,通过比贝叶斯公式更一般的崩解,可以通过更一般的崩解。据我们所知,这是在非主导的贝叶斯非参数模型中提供PCR的第一种一般方法,并且依赖于最小的建模假设以及对后验分布的合适的连续性假设。我们的结果的一些改进是在对先前分布的其他假设下进行的,并且有关Dirichlet过程的应用程序和标准化的扩展伽马过程。

Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or almost surely, as the sample size goes to infinity. Under the Bayesian nonparametric framework, a common assumption in the study of PCRs is that the model is dominated for the observations; that is, it is assumed that the posterior can be written through the Bayes formula. In this paper, we consider the problem of establishing PCRs in Bayesian nonparametric models where the posterior distribution is not available through the Bayes formula, and hence models that are non-dominated for the observations. By means of the Wasserstein distance and a suitable sieve construction, our main result establishes PCRs in Bayesian nonparametric models where the posterior is available through a more general disintegration than the Bayes formula. To the best of our knowledge, this is the first general approach to provide PCRs in non-dominated Bayesian nonparametric models, and it relies on minimal modeling assumptions and on a suitable continuity assumption for the posterior distribution. Some refinements of our result are presented under additional assumptions on the prior distribution, and applications are given with respect to the Dirichlet process prior and the normalized extended Gamma process prior.

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