4 problems

Let the weights of a stick-breaking prior be given by … including, in particular, the Pitman--Yor choice $a_k=1-\sigma$ and $b_k=\alpha+\sigma k$ with $\sigma\in[0,1)$. Suppose the…

Let $\theta$ be a piecewise constant sequence, with $k$ denoting the model complexity or number of segments, and let the concentration rate describe the rate at which a Bayesian po…

Let $S$ denote the model-support variable in the empirical Bayes prior, and consider priors on $S$ that yield the minimax posterior concentration rate under prediction error loss.…

Let a prior on the regression coefficient vector be absolutely continuous and have sufficient concentration on the compressible vectors. Posterior contraction conjecture. We conjec…