On universal Bayesian adaptation

DOI10.1524/STND.2007.25.2.127MaRDI QIDQ5460212zbMATH OpenOpenAlexFDO

Authors J. Lember, Aad van der Vaart

Publication date 5 May 2008

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/af68168cc5c12d5807251a20d0697d758821abd6

zbMATH Keywords

Bayesian model averagingBayesian model selectionposterior distributionregularity spacesspline spaces

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Bayesian inference (62F15)

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Cited in

(14)

• On Bayesian adaptation
• Empirical Bayes scaling of Gaussian priors in the white noise model
• On adaptive Bayesian inference
• Oracle posterior contraction rates under hierarchical priors
• Nonparametric Bayesian model selection and averaging
• Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
• A universal prior distribution for Bayesian consistency of non parametric procedures
• Rate exact Bayesian adaptation with modified block priors
• Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation
• Adaptive variational Bayes: optimality, computation and applications
• Adaptive nonparametric Bayesian inference using location-scale mixture priors
• Nonparametric Bayesian intensity estimation for covariate-driven inhomogeneous point processes
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
• Bayesian adaptation

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