Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
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Cites work
- An analysis of Bayesian inference for nonparametric regression
- Asymptotic equivalence of density estimation and Gaussian white noise
- Asymptotic equivalence of nonparametric regression and white noise
- Bayesian aspects of some nonparametric problems
- Convergence rates for posterior distributions and adaptive estimation
- Convergence rates of posterior distributions.
- Learning algorithm for nonparametric filtering
- On Bayesian adaptation
- On the Bernstein-von Mises theorem with infinite-dimensional parameters
- Optimal filtering of square-integrable signals in Gaussian noise
- Probability with Martingales
- Rates of convergence of posterior distributions.
- Superefficiency in nonparametric function estimation
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
- On posterior distribution of Bayesian wavelet thresholding
- Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression
- Nonparametric Bayesian inference for ergodic diffusions
- Adaptive nonparametric Bayesian inference using location-scale mixture priors
- Convergence rates for posterior distributions and adaptive estimation
- 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
- Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
- Heavy-tailed Bayesian nonparametric adaptation
- Nonparametric Bayesian model selection and averaging
- Oracle convergence rate of posterior under projection prior and Bayesian model selection
- Adaptive variational Bayes: optimality, computation and applications
- Lower bound for the oracle projection posterior convergence rate
- Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors
- Bayesian adaptation
- Ideal Bayesian Spatial Adaptation
- On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
- Adaptive Bayesian procedures using random series priors
- 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
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