On the consistency of Bayes estimates

consistency Dirichlet prior location counterexamples Bayes estimates problem merging of opinions uniformities frequency properties of Bayes rules subjective equivalent to consistency tail-free priors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20)

Cited In (only showing first 100 items - show all)

Sensitivity analysis in statistical decision theory: A decision analytic view
Examples of inconsistent Bayes procedures based on observations on dynamical systems
Nonparametric search
Title not available (Why is that?)
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 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
Strong consistency of Bayes estimates in nonlinear stochastic regression models
Stability and infinitesimal robustness of posterior distributions and posterior quantities
Asymptotic behaviour of the predictive density in the exchangeable case
Posterior convergence for Bayesian functional linear regression
Copula based factorization in Bayesian multivariate infinite mixture models
Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments
Consistent semiparametric Bayesian inference about a location parameter.
Merging and testing opinions
A note on the geometry of Bayesian global and local robustness
Bayesian analysis of censored data
Brittleness of Bayesian inference under finite information in a continuous world
Joint sensitivity in Bayesian decision theory
Bayesian robustness for decision making problems: applications in medical contexts
On the brittleness of Bayesian inference
Title not available (Why is that?)
Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes
A note on Bayesian nonparametric regression function estimation
A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
Comment: The need for syncretism in applied statistics
Density based classes of priors: Infinitesimal properties and approximations
Asymptotic predictive inference with exchangeable data
Bayesian Probabilistic Numerical Methods
Title not available (Why is that?)
Bayesian robustness of the empirical distribution
Infinitesimal sensitivity of posterior distributions
Suboptimal behavior of Bayes and MDL in classification under misspecification
Title not available (Why is that?)
An inconsistent Bayes estimator in bivariated survival curve analysis
Consistency in least-squares estimation: A Bayesian approach
Local sensitivity of posterior expectations
The conflict between improper priors and robustness
Influence of the prior distribution on the risk of the Bayes rule
Bayesian estimation in the symmetric location problem
Uniform observability of hidden Markov models and filter stability for unstable signals
Title not available (Why is that?)
Gibbs posterior convergence and the thermodynamic formalism
Robust Bayesian diagnostics
Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension
Uniform \(L_{1}\) posterior consistency in compact Gaussian shift experiments
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
Discussion on article ``Bayesian inference with misspecified models
Another conversation with Persi Diaconis
The Bernstein-von Mises theorem in semiparametric competing risks models
On asymptotic properties of Bayesian partially linear models
Semiparametric Bayesian inference for regression models
Nonparametric Bayesian data analysis
Fully Bayesian analysis of the relevance vector machine with an extended hierarchical prior structure
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
Bayesian nonparametric methods for data from a unimodal density
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
On sufficient conditions for Bayesian consistency
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
Bayesian goodness-of-fit testing using infinite-dimensional exponential families
Some issues in nonparametric Bayesian modeling using species sampling models
Bayesian methods and maximum entropy for ill-posed inverse problems
A predictive view of Bayesian clustering
The interplay of Bayesian and frequentist analysis
Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
Bayesian aspects of some nonparametric problems
Misspecification in infinite-dimensional Bayesian statistics
Mutual information, metric entropy and cumulative relative entropy risk
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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