Bayesian Nonparametric Mixing Distribution Estimation in the Gaussian-Smoothed 1-Wasserstein Distance
摘要
We study the problem of mixing distribution estimation for mixtures of discrete exponential family models taking a Bayesian nonparametric approach. It has been recently shown that, under the Gaussian-smoothed optimal transport (GOT) distance, that is, the 1-Wasserstein distance between the Gaussian-convolved distributions, the accuracy of the nonparametric maximum likelihood estimator is improved to a nearly parametric rate from the sub-polynomial (logarithmic) rate relative to the standard (unsmoothed) 1-Wasserstein distance. We provide sufficient conditions for the model and the prior distribution under which the Bayes’ estimator of the true mixing distribution also converges at a nearly parametric rate in the GOT distance, where \(n^{-1/2}\) is shown to be a lower bound on the minimax GOT risk.