Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures (1507.07412v2)

Abstract: We study nonparametric Bayesian inference with location mixtures of the Laplace density and a Dirichlet process prior on the mixing distribution. We derive a contraction rate of the corresponding posterior distribution, both for the mixing distribution relative to the Wasserstein metric and for the mixed density relative to the Hellinger and $L_q$ metrics.