Pages that link to "Item:Q2515484"
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The following pages link to Frequentist coverage of adaptive nonparametric Bayesian credible sets (Q2515484):
Displaying 50 items.
- Bayes procedures for adaptive inference in inverse problems for the white noise model (Q267016) (← links)
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression (Q292877) (← links)
- The mathematical work of Evarist Giné (Q335631) (← links)
- A sharp adaptive confidence ball for self-similar functions (Q335671) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation (Q783749) (← links)
- Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors (Q893967) (← links)
- Adaptive Bayesian credible sets in regression with a Gaussian process prior (Q895012) (← links)
- Honest Bayesian confidence sets for the \(L^2\)-norm (Q899534) (← links)
- Credible sets in the fixed design model with Brownian motion prior (Q899539) (← links)
- Bayesian quantile regression using random B-spline series prior (Q1658442) (← links)
- Posterior contraction rates of density derivative estimation (Q1688429) (← links)
- Adaptive confidence sets for matrix completion (Q1708972) (← links)
- Empirical Bayes oracle uncertainty quantification for regression (Q1996760) (← links)
- Posterior contraction for empirical Bayesian approach to inverse problems under non-diagonal assumption (Q2037205) (← links)
- Coverage of credible intervals in nonparametric monotone regression (Q2039800) (← links)
- Adaptation bounds for confidence bands under self-similarity (Q2040066) (← links)
- Posterior contraction and credible regions for level sets (Q2044392) (← links)
- A review of uncertainty quantification for density estimation (Q2048457) (← links)
- Variable selection consistency of Gaussian process regression (Q2054515) (← links)
- Uncertainty quantification for Bayesian CART (Q2073718) (← links)
- Spike and slab Pólya tree posterior densities: adaptive inference (Q2077332) (← links)
- Optimal Bayesian smoothing of functional observations over a large graph (Q2078537) (← links)
- Posterior contraction and credible sets for filaments of regression functions (Q2180076) (← links)
- On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems (Q2194045) (← links)
- Adaptive Bayesian credible bands in regression with a Gaussian process prior (Q2206753) (← links)
- Empirical priors and coverage of posterior credible sets in a sparse normal mean model (Q2206756) (← links)
- Smoothed residual stopping for statistical inverse problems via truncated SVD estimation (Q2209816) (← links)
- Is distribution-free inference possible for binary regression? (Q2209818) (← links)
- Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors (Q2215729) (← links)
- Spike and slab empirical Bayes sparse credible sets (Q2278657) (← links)
- Needles and straw in a haystack: robust confidence for possibly sparse sequences (Q2278660) (← links)
- On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389) (← links)
- A Bayesian nonparametric approach to log-concave density estimation (Q2295027) (← links)
- Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models (Q2297237) (← links)
- Empirical priors and posterior concentration rates for a monotone density (Q2300097) (← links)
- Probabilistic integration: a role in statistical computation? (Q2325605) (← links)
- Rejoinder: ``Probabilistic integration: a role in statistical computation?'' (Q2325608) (← links)
- Comment: ``Bayes, oracle Bayes and empirical Bayes'' (Q2325629) (← links)
- Bayesian mode and maximum estimation and accelerated rates of contraction (Q2419679) (← links)
- Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets'' (Q2515485) (← links)
- Rejoinder to discussions of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets'' (Q2515486) (← links)
- Frequentist validity of Bayesian limits (Q2656593) (← links)
- Distributed function estimation: adaptation using minimal communication (Q2694726) (← links)
- Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
- Consistency of Bayesian inference with Gaussian process priors for a parabolic inverse problem (Q5062121) (← links)
- Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation (Q6062242) (← links)
- On adaptive confidence sets for the Wasserstein distances (Q6103231) (← links)
