Pages that link to "Item:Q1950820"
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The following pages link to The Bernstein-von Mises theorem under misspecification (Q1950820):
Displayed 50 items.
- Finite sample Bernstein-von Mises theorem for semiparametric problems (Q273627) (← links)
- Optimal design in geostatistics under preferential sampling (Q273629) (← links)
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood (Q288264) (← links)
- Discussion on article ``Bayesian inference with misspecified models'' (Q394763) (← links)
- The semiparametric Bernstein-von Mises theorem (Q450029) (← links)
- Critical dimension in the semiparametric Bernstein-von Mises theorem (Q492184) (← links)
- Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach (Q899548) (← links)
- A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density (Q900913) (← links)
- Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC (Q900925) (← links)
- Bayesian two-step estimation in differential equation models (Q908270) (← links)
- Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification (Q1695336) (← links)
- `Purposely misspecified' posterior inference on the volatility of a jump diffusion process (Q1698256) (← links)
- On posterior contraction of parameters and interpretability in Bayesian mixture modeling (Q1983595) (← links)
- Robust Bayes-like estimation: rho-Bayes estimation (Q1996790) (← links)
- Criteria for posterior consistency and convergence at a rate (Q2008624) (← links)
- Gibbs posterior inference on multivariate quantiles (Q2059460) (← links)
- Online inference with multi-modal likelihood functions (Q2073695) (← links)
- Interpreting \(p\)-values and confidence intervals using well-calibrated null preference priors (Q2092891) (← links)
- Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (Q2128065) (← links)
- Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors (Q2132004) (← links)
- Two-step Bayesian methods for generalized regression driven by partial differential equations (Q2137034) (← links)
- Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
- The computational asymptotics of Gaussian variational inference and the Laplace approximation (Q2172111) (← links)
- Model-free posterior inference on the area under the receiver operating characteristic curve (Q2189107) (← links)
- On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems (Q2194045) (← links)
- Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise (Q2219235) (← links)
- Informed reversible jump algorithms (Q2233560) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Bayesian regression with nonparametric heteroskedasticity (Q2343818) (← links)
- Adaptive selection and validation of models of complex systems in the presence of uncertainty (Q2408986) (← links)
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
- Brittleness of Bayesian inference under finite information in a continuous world (Q2514805) (← links)
- A nonparametric sequential learning procedure for estimating the pure premium (Q2677928) (← links)
- Estimating promotion effects in email marketing using a large-scale cross-classified Bayesian joint model for nested imbalanced data (Q2686047) (← links)
- Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression (Q2689601) (← links)
- Improved marginal likelihood estimation via power posteriors and importance sampling (Q2697973) (← links)
- On the Brittleness of Bayesian Inference (Q2808261) (← links)
- Bayesian Estimation and Comparison of Moment Condition Models (Q3121558) (← links)
- Expectation Propagation in the Large Data Limit (Q4603808) (← links)
- On the local Lipschitz stability of Bayesian inverse problems (Q5000612) (← links)
- Valid Model-Free Prediction of Future Insurance Claims (Q5027903) (← links)
- Robust Approximate Bayesian Inference With Synthetic Likelihood (Q5066481) (← links)
- Comparing and Weighting Imperfect Models Using D-Probabilities (Q5120673) (← links)
- Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors (Q5123191) (← links)
- (Q5148939) (← links)
- (Q5159450) (← links)
- Adaptive multiscale predictive modelling (Q5230519) (← links)
- On the Importance of the Jacobian Determinant in Parameter Inference for Random Parameter and Random Measurement Error Models (Q5237182) (← links)
- Construction of credible intervals for nonlinear regression models with unknown error distributions (Q5240633) (← links)