Adaptive Bernstein-von Mises theorems in Gaussian white noise (Q682292): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1407.3397 / rank | |||
Normal rank | |||
Latest revision as of 15:58, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Bernstein-von Mises theorems in Gaussian white noise |
scientific article |
Statements
Adaptive Bernstein-von Mises theorems in Gaussian white noise (English)
0 references
14 February 2018
0 references
The author considers the problem of generating credible sets in the canonical Gaussian white noise model. The construction is based on theoretical results about Bernstein-von Mises theorems for adaptive nonparametric Bayesian procedures. Some applications are considered and some simulations are provided for the illustration of the usefulness of the introduced approach.
0 references
Bayesian inference
0 references
posterior asymptotics
0 references
adaptation
0 references
credible set
0 references
confidence set
0 references
