On Bayes procedures - MaRDI portal

Cites work

A Bound for the Law of Large Numbers for Discrete Markov Processes
A Necessary and Sufficient Condition for the Existence of Consistent Estimates
Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
scientific article; zbMATH DE number 3112287 (Why is no real title available?)
scientific article; zbMATH DE number 3137798 (Why is no real title available?)
scientific article; zbMATH DE number 3143211 (Why is no real title available?)
scientific article; zbMATH DE number 3083069 (Why is no real title available?)
Note on the Consistency of the Maximum Likelihood Estimate
On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
Sequential Design of Experiments

Cited in

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Sufficient conditions for Bayesian consistency
A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
The exponential rates of convergence of posterior distributions
Asymptotic inference for stochastic processes
Convergence of estimates. I, II
The asymptotic equivalence of Bayes and maximum likelihood estimation
An inverse of Sanov's theorem
Consistent semiparametric Bayesian inference about a location parameter.
Bayesian analysis of censored data
Exponential posterior consistency via generalized Pólya urn schemes in finite semiparametric mixtures
On the generic nonconvergence of Bayesian actions and beliefs
A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.
Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
Bayesian quantile regression using random B-spline series prior
A theoretical note on the prior information criterion
On consistent hypothesis testing
Pólya tree posterior distributions on densities
A review of Bayesian asymptotics in general insurance applications
Extending Doob's consistency theorem to nonparametric densities
New approaches to Bayesian consistency
Modern Bayesian asymptotics
Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality
Posterior consistency of Dirichlet mixtures in density estimation
Convergence rates of posterior distributions.
On posterior consistency of survival models
Rates of convergence of posterior distributions.
Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
Convergence rates for density estimation with Bernstein polynomials.
A Bernstein-von Mises theorem in the nonparametric right-censoring model
Convergence rates for posterior distributions and adaptive estimation
Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
The Bernstein-von Mises theorem under misspecification
A Bernstein-von Mises theorem for discrete probability distributions
Dynamics of Bayesian updating with dependent data and misspecified models
Posterior convergence and model estimation in Bayesian change-point problems
Posterior rates of convergence for Dirichlet mixtures of exponential power densities
The consistency of posterior distributions in nonparametric problems
Criteria for posterior consistency and convergence at a rate
Posterior analysis of n in the binomial (n,p) problem with both parameters unknown -- with applications to quantitative nanoscopy
Robust sparse Bayesian infinite factor models
Gibbs posterior convergence and the thermodynamic formalism
Rates and coverage for monotone densities using projection-posterior
Adaptive Bayesian density estimation in sup-norm
Dependent Bayesian nonparametric modeling of compositional data using random Bernstein polynomials
Identification and estimation in quantile varying-coefficient models with unknown link function
Posterior contraction rates for stochastic block models
Convergence rates of variational posterior distributions
Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
Posterior asymptotics in Wasserstein metrics on the real line
On uniform consistency of nonparametric tests. I
A Bayesian nonparametric estimator of a multivariate survival function
Convergence rates of nonparametric posterior distributions
Posterior consistency of random effects models for binary data
Empirical priors and posterior concentration rates for a monotone density
Bayesian regression with nonparametric heteroskedasticity
Rate-optimal posterior contraction for sparse PCA
Bayesian consistency for Markov models
Bayesian semiparametric Wiener system identification
Posterior consistency of Dirichlet mixtures for estimating a transition density
Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions
Estimation in Dirichlet random effects models
Asymptotics for posterior hazards
Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
On posterior consistency of tail index for Bayesian kernel mixture models
On posterior consistency in nonparametric regression problems
Kullback Leibler property of kernel mixture priors in Bayesian density estimation
Posterior consistency of logistic Gaussian process priors in density estimation
Bayesian nonparametric regression with varying residual density
Copula based factorization in Bayesian multivariate infinite mixture models
Asymptotic properties of Bayes estimators for Gaussian Itô\,-\,processes with noisy observations
Misspecification in infinite-dimensional Bayesian statistics
Consistency of Bayes estimators of a binary regression function
Bayesian nonparametric model selection and model testing
Bayesian regression with heteroscedastic error density and parametric mean function
Brittleness of Bayesian inference under finite information in a continuous world
On Bayes estimates
Nonasymptotic approach to Bayesian semiparametric inference
A Hoeffding-type inequality for ergodic time series
Frequentist validity of Bayesian limits
On Bayesian consistency for flows observed through a passive scalar
The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective
Finite sample Bernstein-von Mises theorem for semiparametric problems
Strongly Consistent Detection for Nonparametric Hypotheses
The newsvendor under demand ambiguity: combining data with moment and tail information
Sup-Hellinger consistency for local density regression
On the brittleness of Bayesian inference
Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors
Bayesian nonparametric location-scale-shape mixtures
Consistency of posterior distributions for heteroscedastic nonparametric regression models
On strong Hellinger consistency of posterior distributions
The role of beliefs in inference for rational expectations models
Asymptotic Theory of Information-Theoretic Experimental Design
Rates of posterior convergence for iid observations
Bayesian Smoothing of Photon-Limited Images with Applications in Astronomy
Posterior consistency in conditional density estimation by covariate dependent mixtures
Frequentistic approximations to Bayesian prevision of exchangeable random elements
Bayesian Repulsive Gaussian Mixture Model
On Rates of Convergence for Posterior Distributions Under Misspecification
On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models

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