Pages that link to "Item:Q1290378"

The following pages link to Asymptotic normality of posterior distributions in high-dimensional linear models (Q1290378):

Displaying 30 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)
• Bayesian regression based on principal components for high-dimensional data (Q391598) (← links)
• Asymptotic expansion of the posterior density in high dimensional generalized linear models (Q406525) (← links)
• Critical dimension in profile semiparametric estimation (Q489169) (← 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)
• Sparse Bayesian representation in time-frequency domain (Q899546) (← links)
• Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach (Q899548) (← links)
• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. (Q1582629) (← links)
• Approximations and consistency of Bayes factors as model dimension grows (Q1869121) (← links)
• Reference priors for exponential families with increasing dimension (Q1952080) (← links)
• Asymptotic posterior normality of multivariate latent traits in an IRT model (Q2088936) (← links)
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← 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)
• On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
• Contraction properties of shrinkage priors in logistic regression (Q2301116) (← links)
• Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756) (← links)
• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities (Q2456008) (← links)
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
• Nearly optimal Bayesian shrinkage for high-dimensional regression (Q2683046) (← links)
• A Direct Approach to Understanding Posterior Consistency of Bayesian Regression Problems (Q3100653) (← links)
• On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification (Q3413090) (← links)
• High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models (Q5231502) (← links)
• High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior (Q6189155) (← links)