Pages that link to "Item:Q661174"
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The following pages link to Bayesian inverse problems with Gaussian priors (Q661174):
Displaying 50 items.
- Oracle-type posterior contraction rates in Bayesian inverse problems (Q256079) (← links)
- Bayes procedures for adaptive inference in inverse problems for the white noise model (Q267016) (← links)
- Probabilistic regularization of Fredholm integral equations of the first kind (Q269090) (← links)
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression (Q292877) (← links)
- Bayesian inverse problems with non-conjugate priors (Q372136) (← links)
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise (Q385781) (← links)
- Efficient nonparametric Bayesian inference for \(X\)-ray transforms (Q666595) (← links)
- Bernstein-von Mises theorem for linear functionals of the density (Q693733) (← links)
- Posterior convergence for Bayesian functional linear regression (Q739583) (← links)
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation (Q783749) (← links)
- A Bernstein-von Mises theorem for smooth functionals in semiparametric models (Q892238) (← 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)
- Selection of the bandwidth parameter in a Bayesian kernel regression model for genomic-enabled prediction (Q906072) (← links)
- Asymptotic analysis of the random walk metropolis algorithm on ridged densities (Q1617150) (← links)
- Bayesian quantile regression using random B-spline series prior (Q1658442) (← links)
- Posterior contraction rates of density derivative estimation (Q1688429) (← links)
- Regularity of Gaussian processes on Dirichlet spaces (Q1745366) (← links)
- Weak-norm posterior contraction rate of the 4DVAR method for linear severely ill-posed problems (Q1745629) (← links)
- Importance sampling: intrinsic dimension and computational cost (Q1750255) (← links)
- Empirical Bayes scaling of Gaussian priors in the white noise model (Q1951145) (← links)
- Multiscale scanning in inverse problems (Q1990595) (← 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)
- Rates of contraction of posterior distributions based on \(p\)-exponential priors (Q2040080) (← links)
- Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors (Q2073706) (← links)
- Optimal Bayesian smoothing of functional observations over a large graph (Q2078537) (← links)
- Cauchy Markov random field priors for Bayesian inversion (Q2128078) (← links)
- Designing truncated priors for direct and inverse Bayesian problems (Q2136605) (← links)
- Posterior contraction and credible sets for filaments of regression functions (Q2180076) (← links)
- Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency (Q2188103) (← links)
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (Q2196225) (← links)
- Adaptive Bayesian credible bands in regression with a Gaussian process prior (Q2206753) (← links)
- Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors (Q2215729) (← links)
- Bayesian linear inverse problems in regularity scales (Q2227478) (← links)
- On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
- Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models (Q2297237) (← links)
- Strong convergence rates of probabilistic integrators for ordinary differential equations (Q2302455) (← links)
- Bayesian inverse problems with partial observations (Q2317094) (← links)
- Bayesian mode and maximum estimation and accelerated rates of contraction (Q2419679) (← links)
- Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756) (← links)
- Spatially inhomogeneous linear inverse problems with possible singularities (Q2438765) (← links)
- Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems (Q2447734) (← links)
- Frequentist coverage of adaptive nonparametric Bayesian credible sets (Q2515484) (← links)
- Rejoinder to discussions of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets'' (Q2515486) (← links)
- Model-free data-driven inference in computational mechanics (Q2679455) (← links)
- Iterate averaging, the Kalman filter, and 3DVAR for linear inverse problems (Q2679818) (← links)
