On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior

DOI10.1016/j.spl.2008.10.019zbMath1156.62016OpenAlexW2030275994MaRDI QIDQ1007358

Alexandra Babenko, Eduard Belitser

Publication date: 20 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.019

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Inference from stochastic processes (62M99)

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Cites Work

• Empirical Bayesian test of the smoothness
• Renormalization exponents and optimal pointwise rates of convergence
• Nonparametric curve estimation. Methods, theory, and applications
• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic equivalence of density estimation and Gaussian white noise
• Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
• Bayesian nonparametric point estimation under a conjugate prior
• Bayesian aspects of some nonparametric problems
• On minimax filtering over ellipsoids
• Introduction to nonparametric estimation

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