Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution

DOI10.1214/AOS/1051027880zbMATH Open1039.62039OpenAlexW2064676839MaRDI QIDQ1429316FDOQ1429316

Authors: E. Belitser, Subhashis Ghosal 

Publication date: 18 May 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1051027880

Recommendations

• Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors
• Bayesian adaptation
• Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
• Bayes procedures for adaptive inference in inverse problems for the white noise model
• On adaptive Bayesian inference

zbMATH Keywords

model selectionminimax riskconvergence rateposterior distributionadaptive Bayes procedure

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• Convergence rates of posterior distributions.
• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic equivalence of density estimation and Gaussian white noise
• On the Bernstein-von Mises theorem with infinite-dimensional parameters
• Bayesian aspects of some nonparametric problems
• Probability with Martingales
• An analysis of Bayesian inference for nonparametric regression
• Optimal filtering of square-integrable signals in Gaussian noise
• Rates of convergence of posterior distributions.
• Superefficiency in nonparametric function estimation
• Convergence rates for posterior distributions and adaptive estimation
• On Bayesian adaptation
• Learning algorithm for nonparametric filtering

Cited In (41)

• Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
• Bayes procedures for adaptive inference in inverse problems for the white noise model
• Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression
• On posterior distribution of Bayesian wavelet thresholding
• Nonparametric Bayesian inference for ergodic diffusions
• Convergence rates for posterior distributions and adaptive estimation
• Adaptive nonparametric Bayesian inference using location-scale mixture priors
• Construction of credible intervals for nonlinear regression models with unknown error distributions
• Consistency of posterior distributions for heteroscedastic nonparametric regression models
• Empirical Bayesian test of the smoothness
• Anisotropic function estimation using multi-bandwidth Gaussian processes
• Optimal Bayesian smoothing of functional observations over a large graph
• On adaptive posterior concentration rates
• Designing truncated priors for direct and inverse Bayesian problems
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices
• The interplay of Bayesian and frequentist analysis
• Posterior contraction for empirical Bayesian approach to inverse problems under non-diagonal assumption
• Oracle posterior contraction rates under hierarchical priors
• Empirical Bayes scaling of Gaussian priors in the white noise model
• Lower bounds for posterior rates with Gaussian process priors
• Adaptive filtering of a random signal in Gaussian white noise
• Bayesian estimation in a high dimensional parameter framework
• Heavy-tailed Bayesian nonparametric adaptation
• Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
• Adaptive variational Bayes: optimality, computation and applications
• Nonparametric Bayesian model selection and averaging
• Oracle convergence rate of posterior under projection prior and Bayesian model selection
• Ideal Bayesian Spatial Adaptation
• Lower bound for the oracle projection posterior convergence rate
• Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors
• Bayesian adaptation
• Adaptive Bayesian procedures using random series priors
• On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
• Bayesian optimal adaptive estimation using a sieve prior
• High-dimensional Bayesian inference in nonparametric additive models
• Rates of contraction of posterior distributions based on \(p\)-exponential priors
• Bayesian clustering of functional data using local features
• Regularizing priors for linear inverse problems
• Bayesian change point detection for functional data
• Bayesian regression with nonparametric heteroskedasticity
• On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference

This page was built for publication: Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1429316)