Title: A new way for achieving adaptation
We propose a new strategy for adaptation to smoothness based on heavy tailed priors.
We illustrate it in a variety of settings, showing in particular that adaptive rates of contraction
in the minimax sense (up to logarithmic factors) are achieved without tuning of hyperparameters.
We present numerical simulations corroborating the theory.
This is ongoing joint work with Ismaël Castillo.
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