The Bayes Estimator of a Conditional Density: Consistency

2022/06/24 by Agustín García Nogales, Nogales, Agustin G.
Mathematics · Computer Science · #Statistical Methods and Inference #Bayesian Modeling and Causal Inference #Bayesian Methods and Mixture Models

paper · pdf · doi:10.48550/arxiv.2206.12379

Abstract

In a Bayesian framework we prove that the optimal estimator of a conditional density is consistent.

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