We consider the problem of Bayesian density deconvolution, when the mixing density is modelled as a Dirichlet-Laplace mixture. We give an assessment of the posterior accuracy in recovering the true mixing density, when it is itself a Laplace mixture. The results partially complement those in Donnet et al. (2014) and an application of them to empirical Bayes density deconvolution can be envisaged.

On Deconvolution of Dirichlet-Laplace Mixtures

Scricciolo, Catia
2016-01-01

Abstract

We consider the problem of Bayesian density deconvolution, when the mixing density is modelled as a Dirichlet-Laplace mixture. We give an assessment of the posterior accuracy in recovering the true mixing density, when it is itself a Laplace mixture. The results partially complement those in Donnet et al. (2014) and an application of them to empirical Bayes density deconvolution can be envisaged.
2016
9788861970618
Contraction rates
Deconvolution
Dirichlet-Laplace mixtures
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/954878
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