{"entities":{"Q1290378":{"pageid":1301128,"ns":120,"title":"Item:Q1290378","lastrevid":67262199,"modified":"2026-04-12T16:27:14Z","type":"item","id":"Q1290378","labels":{"en":{"language":"en","value":"Asymptotic normality of posterior distributions in high-dimensional linear models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1294463"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1290378$FC867EAD-E1E8-45CA-9CC7-F918C0D79B8F","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"fa54c1b885146161f65deb0f7ab8800ff8c885de","datavalue":{"value":{"text":"Asymptotic normality of posterior distributions in high-dimensional linear models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1290378$A4BB2487-88BD-4177-AB00-87B0D8C745CC","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c5402740f11372fb94ef1784f0624abaed84595d","datavalue":{"value":"0948.62007","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1290378$D4ECBBCF-64EA-446E-AFC1-EA14D6D3052F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"1f4466db7615e02f56050ac4268b761b687b8f4c","datavalue":{"value":"10.2307/3318438","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1290378$2669DD20-3B98-4894-8FB7-CA65257336E5","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"92d7bd2ffab3d5e10eb6531997492423fcf36bf7","datavalue":{"value":{"entity-type":"item","numeric-id":247539,"id":"Q247539"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1290378$F4020A8C-B3EA-48F2-B47F-F944B342B7EA","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"47dbaf2050ccec76d72251c8ab98a49b4485bc38","datavalue":{"value":{"entity-type":"item","numeric-id":61790,"id":"Q61790"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1290378$F2E80A38-C4F4-40F2-B39E-BBEB17F37842","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"6e7d359903137bff7846e697aa48a1466e8359b7","datavalue":{"value":{"time":"+2000-11-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1290378$687FE518-47CB-4569-9277-4A3B6C825004","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"57eab4c1f1d2169b9457744ce8a800968afdcdda","datavalue":{"value":"Consider a triangular array setup of the linear regression model  \\[ y_i= {\\mathbf x}_i^T \\beta+ \\varepsilon_i, \\quad i=1,\\dots, n, \\]  where \\({\\mathbf x}_1,\\dots, {\\mathbf x}_n\\) are \\(p\\)-dimensional nonstochastic regressors, \\(\\beta\\) is an unknown \\(p\\)-vector of the regression coefficients, \\(y_1,\\dots, y_n\\) are observations of a real-valued dependent variable, \\(\\varepsilon_1,\\dots, \\varepsilon_n\\) are independent and identically distributed random errors having a density \\(f(\\cdot)\\), and the \\(y_i\\), \\({\\mathbf x}_i\\), \\(\\varepsilon_i\\), \\(p\\) and \\(f\\) all can depend on \\(n\\). Let \\({\\mathbf X}_n^T= ({\\mathbf x}_1,\\dots, {\\mathbf x}_n)\\) and put \\(A_n= {\\mathbf X}_n^T {\\mathbf X}_n\\) which is assumed to be non-singular. Let \\(\\Theta\\) be the parameter space and \\(\\beta_0\\) be a true (sequence of) parameter point(s). Further, let \\(\\pi(\\cdot)\\) be a specified prior. Normalizing \\(\\beta\\) as \\({\\mathbf u}= A_n^{1/2} (\\beta- \\beta_0)\\), put  \\[ Z_n({\\mathbf u})= \\prod_{i=1}^nf(y_i- {\\mathbf x}_i^T \\beta_0- {\\mathbf x}_i^T A^{-1/2}({\\mathbf u}))f^{-1}(y_i- {\\mathbf x}_i\\beta_0), \\quad{\\mathbf u}\\in A^{1/2} (\\Theta- \\beta_0), \\]  and set \\(Z_n({\\mathbf u})=0\\) otherwise and define the posterior distribution of \\({\\mathbf u}\\)  \\[ \\pi_n^*({\\mathbf u})=\\pi(\\beta_0+ A_n^{-1/2} ({\\mathbf u}) Z_n({\\mathbf u}))[\\int\\pi (\\beta_0+ A_n^{-1/2} ({\\mathbf w}) Z_n({\\mathbf w})) d{\\mathbf w}]^{-1}. \\]  The authors prove that under some conditions  \\[ \\int|\\pi_n^*({\\mathbf u})= \\phi({\\mathbf u}, \\gamma^{-1} \\Delta_n, \\gamma^{-1} I)|d{\\mathbf u}@>P>> 0, \\]  where \\(\\delta_n=- \\sum h'(y_i-{\\mathbf x}_i^T \\beta_0) A_n^{-1/2} {\\mathbf x}_i\\) with \\(h(z)= \\log f(z)\\), \\(\\phi(\\cdot, \\mu, \\Sigma)\\) is the density of \\(N(\\mu, \\Sigma)\\), \\(I\\) is the identity matrix of order \\(p\\) and \\(\\gamma\\) is some positive number.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1290378$950117AA-4144-4E50-A023-D0756A05159C","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"9b1d5fd6459723a90c90765d6510a5a497a2854c","datavalue":{"value":{"entity-type":"item","numeric-id":260953,"id":"Q260953"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1290378$B45793B5-6C93-4FF2-817C-8CABF7E83779","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"111e6ab7e1421da23c7541a67fc8b00de58fc7a9","datavalue":{"value":"62E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1290378$BD4BB89B-96C7-41E2-A471-D02F8DD9C2BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5823d607a543702da84952b8d59bfb2f0bb4edc6","datavalue":{"value":"62J05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1290378$A96821C4-B1FA-4B03-8E3B-BBAC0CEB2008","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ebb866b06e73ed576a5e651d45fad92bda9dc0c1","datavalue":{"value":"1294463","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1290378$164192BD-7003-438F-84E8-1A09FC03D0DF","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fef5728e91ecb312cacaec9284e7d0f97905a585","datavalue":{"value":"high dimensions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1290378$CE63BD35-FC74-4160-A60F-11B579B73C00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fa1624d613a67d781eb8ee17c50f400700cf98bc","datavalue":{"value":"linear models","type":"string"},"datatype":"string"},"type":"statement","id":"Q1290378$FA9E2F37-E389-4762-9FC5-8D7A40EF9872","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"46be536fa78885898dc548d87acbcac7fb4ce15b","datavalue":{"value":"normal approximation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1290378$10DD8C47-6CBA-4350-A9E7-93F7F479CE5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5ff72ec88d0590061a68bf772053f03c95650170","datavalue":{"value":"posterior distributions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1290378$A4B2C9A8-73AA-40FA-9ED0-E1D46D2B3412","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1290378$E30D2C9D-5219-4731-AE04-C713398EF4C9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"512cae4ac2ae1c52df1b2fde193286bfec225574","datavalue":{"value":"https://doi.org/10.2307/3318438","type":"string"},"datatype":"url"},"type":"statement","id":"Q1290378$D02AD42E-CF83-4198-9D3C-DC773F6F00B8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"5050a789bb1e62a74325dc5685fba1290410f480","datavalue":{"value":"W2050776837","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1290378$8C952E5C-050A-45C7-BD70-F68B80872D69","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ee5dacb06a71fd525c2eea56a847e0b9bd5dc0ee","datavalue":{"value":{"entity-type":"item","numeric-id":2870265,"id":"Q2870265"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f1eb5f237ba221cf509bb92c1c9aaffc286b27fe","datavalue":{"value":{"amount":"+0.8434106111526489","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1290378$8CAC81F6-E085-438E-AD76-D5C198AE872D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e421023f60ac75d190e0bb2a2fa58085a27e33d1","datavalue":{"value":{"entity-type":"item","numeric-id":1376538,"id":"Q1376538"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d47f3bde45f2c2a47e8d7eb9577d6a3e2991a3e2","datavalue":{"value":{"amount":"+0.8331456184387207","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1290378$D1502265-7BD2-4F3D-82C9-DCDFB00D0197","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"30a09d0addf0801bb1d60e90f390d51ad3a6ebae","datavalue":{"value":{"entity-type":"item","numeric-id":1582629,"id":"Q1582629"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a6d3e35fe20772c0d72a93dd2ecaf49e1b4771be","datavalue":{"value":{"amount":"+0.7979158759117126","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1290378$55F2984A-D646-4D2E-B7FA-2B7B6B065726","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"435810cc9136e3812e310009edabb39c0aaa0c54","datavalue":{"value":{"entity-type":"item","numeric-id":2744584,"id":"Q2744584"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c97be828f4b789e9c9e33f043cca972ce5199aeb","datavalue":{"value":{"amount":"+0.7925503849983215","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1290378$90DE1CCE-6BAD-4A40-AA6D-719B345AB4F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8e972f9e3b0456473f1319895066e0c83ec910df","datavalue":{"value":{"entity-type":"item","numeric-id":888501,"id":"Q888501"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cbcd79f08918d70659ae2aeaea6f1cdfab6a9958","datavalue":{"value":{"amount":"+0.7875548601150513","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1290378$16EB237D-653F-498D-974A-C51CB399070A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Asymptotic normality of posterior distributions in high-dimensional linear models","badges":[]}}}}}