Asymptotic properties of parallel Bayesian kernel density estimators

Abstract

In this article we perform an asymptotic analysis of Bayesian parallel kernel density estimators introduced by Neiswanger, Wang and Xing [19]. We derive the asymptotic expansion of the mean integrated squared error for the full data posterior estimator and investigate the properties of asymptotically optimal bandwidth parameters. Our analysis demonstrates that partitioning data into subsets requires a non-trivial choice of bandwidth parameters that optimizes the estimation error.