Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets

DOI10.1214/15-AOS1270CzbMath1321.62044arXiv1509.01903OpenAlexW3100147912MaRDI QIDQ5971371

Judith Rousseau

Publication date: 5 August 2015

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

Full work available at URL: https://arxiv.org/abs/1509.01903

zbMATH Keywords

empirical Bayesfrequentist coverageBayesian credible sets

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Adaptive confidence sets in \(L^2\)
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
• On adaptive posterior concentration rates
• Convergence rates of posterior distributions.

This page was built for publication: Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets