Posterior convergence and model estimation in Bayesian change-point problems (Q1952049): Difference between revisions

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+The consistency of posterior distributions in nonparametric problems
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+Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
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+On posterior consistency in nonparametric regression problems
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+Posterior consistency of Dirichlet mixtures in density estimation
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+On convergence of posterior distributions
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+Approximation of the posterior distribution in a change-point problem
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+Convergence rates of posterior distributions.
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+Normal rank
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+Nonparametric Bayesian model selection and averaging
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+Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases
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+Convergence rates of posterior distributions for non iid observations
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+Optimal change-point estimation from indirect observations
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+A consistent model selection procedure for Markov random fields based on penalized pseudolikelihood
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+A Bernstein-von Mises theorem in the nonparametric right-censoring model
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+On the Consistency of Bayesian Function Approximation Using Step Functions
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+Bayes and Empirical Bayes Inference in Changepoint Problems
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+The limiting log-likelihood process for discontinuous density families
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+Minimum Variance Order when Estimating the Location of an Irregularity in the Density
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+Bernstein-von Mises theorem for linear functionals of the density
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+On Bayes procedures
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+On Rates of Convergence for Bayesian Density Estimation
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+Rates of convergence of posterior distributions.
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+Asymptotic Statistics
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