Zhao, Yanyun; Ausín, Concepción; Wiper, Michael P. - Departamento de Estadistica, Universidad Carlos III de … - 2013
This paper introduces a new approach to Bayesian nonparametric inference for densities on the hypercube, based on the use of a multivariate Bernstein polynomial prior. Posterior convergence rates under the proposed prior are obtained. Furthermore, a novel sampling scheme, based on the use of...