Bounds for Bayesian order identification with application to mixtures
Résumé
The efficiency of two Bayesian order estimators is studied under weak assumptions. By using nonparametric techniques, we prove new underestimation and overestimation bounds. The results apply to various models, including mixture models. In this case, the errors are shown to be O(e-an) and O((log n)b n-1/2) (a, b > 0), respectively.