On the consistency of Bayes estimates
DOI10.1214/AOS/1176349830zbMATH Open0595.62022OpenAlexW2003706076MaRDI QIDQ1077832FDOQ1077832
Authors: Persi Diaconis, David Freedman
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349830
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consistencyDirichlet priorlocationcounterexamplesBayes estimatesproblemmerging of opinionsuniformitiesfrequency properties of Bayes rulessubjective equivalent to consistencytail-free priors
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20)
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- Semiparametric Bayesian inference for regression models
- Nonparametric Bayesian data analysis
- Bayesian models and methods in public policy and government settings
- The semiparametric Bernstein-von Mises theorem
- An MCMC approach to classical estimation.
- A bayesian predictive approach to sequential search for an optimal dose: Parametric and nonparametric models
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- Nonparametric Bayesian inference for ergodic diffusions
- Convergence rates of posterior distributions.
- The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective
- Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors
- Convergence of posterior distribution in the mixture of regressions
- Convergence rates for posterior distributions and adaptive estimation
- Do Bayesians Learn Their Way Out of Ambiguity?
- An overview of robust Bayesian analysis. (With discussion)
- Consistency of Bayesian procedures for variable selection
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
- Robust Bayesian inference in elliptical regression models
- A Bernstein-von Mises theorem in the nonparametric right-censoring model
- Consistency of Bayes estimators without the assumption that the model is correct
- MODES OF CONVERGENCE TO THE TRUTH: STEPS TOWARD A BETTER EPISTEMOLOGY OF INDUCTION
- Empirical Bayesian test of the smoothness
- An inverse of Sanov's theorem
- Bayes estimates in multivariate semiparametric linear models
- Conformal prediction: a unified review of theory and new challenges
- MCMC-based local parametric sensitivity estimations
- Nonparametric estimation of convex models via mixtures
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- A predictive view of Bayesian clustering
- The interplay of Bayesian and frequentist analysis
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- The role of beliefs in inference for rational expectations models
- A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.
- Rates of convergence of posterior distributions.
- Local sensitivity diagnostics for Bayesian inference
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- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
- Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models
- Bayesian goodness of fit testing with mixtures of triangular distributions
- Bayesian density estimation using bernstein polynomials
- On inconsistent Bayes estimates in the discrete case
- Dynamics of Bayesian updating with dependent data and misspecified models
- The consistency of posterior distributions in nonparametric problems
- Frequentistic approximations to Bayesian prevision of exchangeable random elements
- Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
- Dynamically consistent beliefs must be Bayesian
- Modeling individual differences using Dirichlet processes
- An approach to consensus and certainty with increasing evidence
- On the structure and diversity of rational beliefs
- MERGING OF OPINIONS AND PROBABILITY KINEMATICS
- How common is identification in parametric models?
- Weak and strong merging of opinions
- On the generic nonconvergence of Bayesian actions and beliefs
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- Some issues in the foundation of statistics. (With comments by J. Berger, E. L. Lehmann, P. W. Holland, C. C. Clogg, N. W. Henry and the author's rejoinder)
- Are beliefs a matter of taste? A case for objective imprecise information
- Some new results for Dirichlet priors.
- Learning, convergence and economic constraints
- Adaptive estimation of the threshold point in threshold regression
- Generalized fiducial inference for normal linear mixed models
- THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS
- Bayesian nonparametric model selection and model testing
- Subjective priors for the dirichlet process
- Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
- On a multivariate log-gamma distribution and the use of the distribution in the Bayesian analysis
- The Bernstein-von Mises theorem for the proportional hazard model
- Posterior contraction rates of the phylogenetic Indian buffet processes
- Regularizing priors for linear inverse problems
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors
- The incidental parameter problem since 1948
- Bayesian learning with multiple priors and nonvanishing ambiguity
- On inconsistent Bayes estimates of location
- Sensitivity analysis in statistical decision theory: A decision analytic view
- Examples of inconsistent Bayes procedures based on observations on dynamical systems
- Nonparametric search
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- Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations
- Sufficient conditions for Bayesian consistency
- A study of Bayesian local robustness with applications in actuarial statistics
- Nonparametric Bayesian methods for one-dimensional diffusion models
- A Universal Prior Distribution for Bayesian Consistency of Non parametric Procedures
- On sufficient conditions for Bayesian consistency
- On the Correct Use of Bayes' Formula
- Extending Doob's consistency theorem to nonparametric densities
- Empirical Bayes methods in classical and Bayesian inference
- Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions
- Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity
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