Pages that link to "Item:Q661171"

The following pages link to Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors (Q661171):

Displaying 24 items.

• Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors (Q273624) (← links)
• Finite sample Bernstein-von Mises theorem for semiparametric problems (Q273627) (← links)
• Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
• Nonparametric Bernstein-von Mises theorems in Gaussian white noise (Q385781) (← links)
• Asymptotic expansion of the posterior density in high dimensional generalized linear models (Q406525) (← links)
• Critical dimension in the semiparametric Bernstein-von Mises theorem (Q492184) (← links)
• Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors (Q661171) (← links)
• Bayesian inverse problems with Gaussian priors (Q661174) (← links)
• A Bernstein-von Mises theorem for smooth functionals in semiparametric models (Q892238) (← links)
• Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach (Q899548) (← 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)
• Bayesian inference for partially identified smooth convex models (Q2000867) (← links)
• Bayesian linear regression for multivariate responses under group sparsity (Q2175004) (← links)
• Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery (Q2196227) (← links)
• Posterior contraction rates for stochastic block models (Q2206755) (← links)
• On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
• Large ball probabilities, Gaussian comparison and anti-concentration (Q2325333) (← links)
• Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756) (← links)
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
• Nearly optimal Bayesian shrinkage for high-dimensional regression (Q2683046) (← links)
• Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression (Q2689601) (← links)
• Posterior contraction in Gaussian process regression using Wasserstein approximations (Q4603714) (← links)
• High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior (Q6189155) (← links)