Bayesian mode and maximum estimation and accelerated rates of contraction
From MaRDI portal
Publication:2419679
DOI10.3150/18-BEJ1056zbMath1466.62305arXiv1608.03913OpenAlexW2963255633MaRDI QIDQ2419679
William Weimin Yoo, Subhashis Ghosal
Publication date: 14 June 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.03913
maximum valuenonparametric regressionsequentialposterior contractionmodetwo-stageanisotropic Hölder spacecredible settensor-product B-splines
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Bayesian inference (62F15)
Related Items
Posterior contraction and credible sets for filaments of regression functions ⋮ Bayesian mode and maximum estimation and accelerated rates of contraction ⋮ Posterior contraction and credible regions for level sets
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise
- On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures
- A two-stage hybrid procedure for estimating an inverse regression function
- Bayesian inverse problems with Gaussian priors
- An analysis of Bayesian inference for nonparametric regression
- Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function
- Optimal order of accuracy of search algorithms in stochastic optimization
- Recursive estimation of the mode of a multivariate distribution
- Cube root asymptotics
- Lower rate of convergence for locating a maximum of a function
- Nonparametric estimation of the location of a maximum in a response surface.
- Accelerated randomized stochastic optimization.
- On the Bernstein-von Mises theorem with infinite-dimensional parameters
- Adaptive nonparametric peak estimation
- Least squares estimators of the mode of a unimodal regression function
- Weak convergence and empirical processes. With applications to statistics
- Change-point estimation under adaptive sampling
- Bayesian mode and maximum estimation and accelerated rates of contraction
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Adaptive Bayesian Procedures Using Random Series Priors
- Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
- Asymptotic Statistics
- Stochastic Approximation of Minima with Improved Asymptotic Speed
- Fundamentals of Nonparametric Bayesian Inference
- Stochastic Estimation of the Maximum of a Regression Function
- Multidimensional Stochastic Approximation Methods
- A practical guide to splines.
This page was built for publication: Bayesian mode and maximum estimation and accelerated rates of contraction