Bayesian inference for multivariate monotone densities
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Cites work
- A Bayesian approach to non-parametric monotone function estimation
- Adaptive confidence intervals for regression functions under shape constraints
- An Empirical Distribution Function for Sampling with Incomplete Information
- Asymptotic normality of the L_k-error of the Grenander estimator
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- Bayesian inference for higher-order ordinary differential equation models
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- Bayesian two-step estimation in differential equation models
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- Coverage of credible intervals in nonparametric monotone regression
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- Empirical priors and posterior concentration rates for a monotone density
- Entropy estimate for high-dimensional monotonic functions
- Estimating a monotone density from censored observations
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- Fundamentals of nonparametric Bayesian inference
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- Isotonic regression in general dimensions
- Isotonic regression in multi-dimensional spaces and graphs
- Isotonic regression via partitioning
- Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- Likelihood ratio tests for monotone functions.
- Limit distribution theory for block estimators in multiple isotonic regression
- Local asymptotic minimax theory for block-decreasing densities
- Measuring mass concentrations and estimating density contour clusters -- An excess mass approach
- Multiplicative censoring, renewal processes, deconvolution and decreasing density: Nonparametric estimation
- Nonparametric estimation of multivariate scale mixtures of uniform densities
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- On Integrated L1 Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations
- On projection-type estimators of multivariate isotonic functions
- On risk bounds in isotonic and other shape restricted regression problems
- On the \(\mathbb L_p\)-error of monotonicity constrained estimators
- On the risk of estimates for block decreasing densities
- Optimal confidence bands for shape-restricted curves
- Posterior contraction and testing for multivariate isotonic regression
- Projection-posterior for variable selection: weak limit and coverage
- Rates and coverage for monotone densities using projection-posterior
- Reliability studies of bivariate distributions with Pareto conditionals
- Set structured global empirical risk minimizers are rate optimal in general dimensions
- Testing for monotonicity of a regression mean by calibrating for linear functions.
- Testing monotonicity of regression.
- The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators
- The silhouette, concentration functions and ML-density estimation under order restrictions.
- Two-step Bayesian methods for generalized regression driven by partial differential equations
- Weak convergence and empirical processes. With applications to statistics
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