Adaptive Bernstein-von Mises theorems in Gaussian white noise (Q682292): Difference between revisions
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Revision as of 18:07, 12 February 2024
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| English | Adaptive Bernstein-von Mises theorems in Gaussian white noise |
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Adaptive Bernstein-von Mises theorems in Gaussian white noise (English)
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14 February 2018
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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.
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Bayesian inference
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posterior asymptotics
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adaptation
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credible set
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confidence set
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