New approaches to Bayesian consistency

From MaRDI portal
Revision as of 07:18, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1766125

DOI10.1214/009053604000000409zbMath1056.62040arXivmath/0503672OpenAlexW2070557423MaRDI QIDQ1766125

Stephen G. Walker

Publication date: 28 February 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503672




Related Items (62)

The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspectiveBorrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measureOn strong Hellinger consistency of posterior distributionsAsymptotic equivalence of empirical likelihood and Bayesian MAPPosterior consistency of Dirichlet mixtures for estimating a transition densityConvergence rates for Bayesian density estimation of infinite-dimensional exponential familiesGeneral Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with ApplicationsAsymptotics for posterior hazardsPOSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURESMarkov jump random c.d.f.'s and their posterior distributionsFrequentist validity of Bayesian limitsPosterior consistency of Gaussian process prior for nonparametric binary regressionConsistency of Bayesian estimation of a step functionOn asymptotic properties of Bayesian partially linear modelsConsistency of Bayesian nonparametric inference for discretely observed jump diffusionsA posterior convergence rate theorem for general Markov chainsConsistent nonparametric Bayesian inference for discretely observed scalar diffusionsOn posterior consistency in nonparametric regression problemsAsymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errorsPólya tree posterior distributions on densitiesBayesian nonparametric estimation and consistency of mixed multinomial logit choice modelsOn adaptive Bayesian inferenceDynamics of Bayesian updating with dependent data and misspecified modelsPosterior rates of convergence for Dirichlet mixtures of exponential power densitiesA review of Bayesian asymptotics in general insurance applicationsConvergence of latent mixing measures in finite and infinite mixture modelsA note on convergence rates for posterior distributions via large deviations techniquesPosterior asymptotics in Wasserstein metrics on the real lineBayesian consistency for a nonparametric stationary Markov modelBayesian nonparametrics for directional statisticsNonparametric function estimation subject to monotonicity, convexity and other shape constraintsNonparametric Bayesian drift estimation for multidimensional stochastic differential equationsWasserstein upper bounds of the total variation for smooth densitiesCriteria for posterior consistency and convergence at a rateModern Bayesian asymptoticsConsistency of Bayes estimators of a binary regression functionConvergence rates of nonparametric posterior distributionsPosterior consistency of random effects models for binary dataOn the Consistency of Bayesian Function Approximation Using Step FunctionsBayesian nonparametric model selection and model testingPosterior convergence rates of Dirichlet mixtures at smooth densitiesOn rates of convergence for posterior distributions in infinite-dimensional modelsRates of Posterior Convergence for iid ObservationsON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONSBrittleness of Bayesian inference under finite information in a continuous worldSup–Hellinger consistency for local density regressionSufficient conditions for Bayesian consistencyVariance Regularization in Sequential Bayesian OptimizationA consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sitiesOn Rates of Convergence for Posterior Distributions Under MisspecificationA Bayesian nonparametric approach to test equatingA Direct Approach to Understanding Posterior Consistency of Bayesian Regression ProblemsLow information omnibus (LIO) priors for Dirichlet process mixture modelsGeometric sensitivity measures for Bayesian nonparametric density estimation modelsDeconvolving breath alcohol concentration from biosensor measured transdermal alcohol level under uncertainty: a Bayesian approachSome simple formulas for posterior convergence ratesConsistency of Posterior Distributions for Heteroscedastic Nonparametric Regression ModelsA Universal Prior Distribution for Bayesian Consistency of Non parametric ProceduresBayesian regression with nonparametric heteroskedasticitySometimes size does not matterPosterior contraction of the population polytope in finite admixture modelsBayesian consistency for Markov models




Cites Work




This page was built for publication: New approaches to Bayesian consistency