2 problems
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Conjecture on posterior underestimation for piecewise constant functions
Let be the sample size, and consider piecewise constant functions whose true number of jumps is at least . The posterior model dimension is the number of jumps in the…
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Conjecture on the MLE contraction rate for compound Poisson priors
Let denote the true model dimension, and let be the sample size. Suppose the posterior contracts at rate under the compound Poisson prior, while the maximum likel…