Lower bounds for posterior rates with Gaussian process priors

From MaRDI portal
Revision as of 17:16, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1951801

DOI10.1214/08-EJS273zbMath1320.62067arXiv0807.2734OpenAlexW3105422985MaRDI QIDQ1951801

Ismaël Castillo

Publication date: 24 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.2734




Related Items (33)

Bayes procedures for adaptive inference in inverse problems for the white noise modelDesigning truncated priors for direct and inverse Bayesian problemsNonparametric Bayesian methods for one-dimensional diffusion modelsAdaptive Bayesian Procedures Using Random Series PriorsSub-optimality of some continuous shrinkage priorsSemiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priorsA Bernstein-von Mises theorem for smooth functionals in semiparametric modelsLaplace priors and spatial inhomogeneity in Bayesian inverse problemsLower bound for the oracle projection posterior convergence rateNeedles and straw in a haystack: posterior concentration for possibly sparse sequencesHonest Bayesian confidence sets for the \(L^2\)-normA note on Bayes factor consistency in partial linear modelsBesov-Laplace priors in density estimation: optimal posterior contraction rates and adaptationPosterior contraction in Gaussian process regression using Wasserstein approximationsSemiparametric Bernstein-von Mises for the error standard deviationEmpirical Bayes scaling of Gaussian priors in the white noise modelEmpirical Bayes analysis of spike and slab posterior distributionsAsymptotic frequentist coverage properties of Bayesian credible sets for sieve priorsConvergence rates of variational posterior distributionsSemiparametric Bayesian causal inferenceThomas Bayes' walk on manifoldsAnisotropic function estimation using multi-bandwidth Gaussian processesA semiparametric Bernstein-von Mises theorem for Gaussian process priorsBayesian variance estimation in the Gaussian sequence model with partial information on the meansNonparametric Bayesian inference for ergodic diffusionsRates of contraction of posterior distributions based on \(p\)-exponential priorsBayesian test of normality versus a Dirichlet process mixture alternativePropriety of the reference posterior distribution in Gaussian process modelingVariable selection consistency of Gaussian process regressionUncertainty quantification for Bayesian CARTUnnamed ItemRate-optimal posterior contraction for sparse PCAGaussian process methods for one-dimensional diffusions: optimal rates and adaptation



Cites Work


This page was built for publication: Lower bounds for posterior rates with Gaussian process priors