Asymptotic normality of posterior distributions in high-dimensional linear models
From MaRDI portal
Publication:1290378
DOI10.2307/3318438zbMath0948.62007OpenAlexW2050776837MaRDI QIDQ1290378
Publication date: 5 November 2000
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3318438
Related Items
Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors, Finite sample Bernstein-von Mises theorem for semiparametric problems, Bernstein-von Mises theorems for functionals of the covariance matrix, Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation, Bayesian linear regression for multivariate responses under group sparsity, Nonparametric Bernstein-von Mises theorems in Gaussian white noise, Bayesian regression based on principal components for high-dimensional data, A Bernstein-von Mises theorem for smooth functionals in semiparametric models, Asymptotic expansion of the posterior density in high dimensional generalized linear models, Nearly optimal Bayesian shrinkage for high-dimensional regression, On accuracy of Gaussian approximation in Bayesian semiparametric problems, Sparse Bayesian representation in time-frequency domain, Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach, Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery, High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior, Reference priors for exponential families with increasing dimension, Quasi-Bayesian analysis of nonparametric instrumental variables models, Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors, Bayesian inverse problems with Gaussian priors, Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities, Critical dimension in profile semiparametric estimation, Critical dimension in the semiparametric Bernstein-von Mises theorem, On frequentist coverage errors of Bayesian credible sets in moderately high dimensions, Posterior contraction in sparse Bayesian factor models for massive covariance matrices, Contraction properties of shrinkage priors in logistic regression, High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models, A Direct Approach to Understanding Posterior Consistency of Bayesian Regression Problems, On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification, Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity., Asymptotic posterior normality of multivariate latent traits in an IRT model, Approximations and consistency of Bayes factors as model dimension grows