Performance of Bayesian linear regression in a model with mismatch

DOI10.1093/IMAIAI/IAAF019MaRDI QIDQ6909008zbMATH OpenFDO

Authors Jean Barbier, Wei-Kuo Chen, D. Panchenko, Manuel Sáenz

Publication date 30 October 2025

Published in Information and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/IMAIAI/IAAF019

zbMATH Keywords

disordered systemshigh-dimensional Bayesian inferencestatistical mechanics

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites work

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Cited in

(2)

• Differentiability and overlap concentration in optimal Bayesian inference
• Pseudo-maximum likelihood theory for high-dimensional rank one inference

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