Bayesian model selection and the concentration of the posterior of hyperparameters

DOI10.1007/S10958-014-2166-7MaRDI QIDQ2259290zbMATH OpenOpenAlexFDO

Authors Nikolay Baldin, V. G. Spokoiny

Publication date 3 March 2015

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-014-2166-7

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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Cites work

• Adapting to Unknown Smoothness via Wavelet Shrinkage
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• Gaussian model selection
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• Learning algorithm for nonparametric filtering
• Minimal penalties for Gaussian model selection
• Parametric estimation. Finite sample theory
• Risk hull method and regularization by projections of ill-posed inverse problems
• Studies in the history of probability and statistics, L: Karl Pearson and the rule of three

Cited in

(5)

• scientific article; zbMATH DE number 5957449 (Why is no real title available?)
• The Missing Consistency Theorem for Bayesian Learning: Stochastic Model Selection
• Expected-posterior prior distributions for model selection
• Separation measures and the geometry of Bayes factor selection for classification
• Model complexity and model priors

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