Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
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DOI10.1006/JMVA.1999.1874zbMATH Open1118.62309OpenAlexW2129084324MaRDI QIDQ1582629FDOQ1582629
Authors: Subhashis Ghosal 
Publication date: 15 October 2000
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/857cf16949b0233fc0ff441520c466fee5966169
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Cited In (35)
- On the normality a posteriori for exponential distributions, using the Bayesian estimation
- Asymptotic expansion of the posterior density in high dimensional generalized linear models
- Bayesian inverse problems with Gaussian priors
- Finite sample Bernstein-von Mises theorem for semiparametric problems
- On the computational complexity of MCMC-based estimators in large samples
- Bernstein-von Mises theorem for linear functionals of the density
- The exponential rates of convergence of posterior distributions
- Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
- Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
- Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
- Contraction properties of shrinkage priors in logistic regression
- On frequentist coverage errors of Bayesian credible sets in moderately high dimensions
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
- Bernstein-von Mises theorems for functionals of the covariance matrix
- Bayesian linear regression for multivariate responses under group sparsity
- Posterior convergence rates for estimating large precision matrices using graphical models
- A Bernstein-von Mises theorem for discrete probability distributions
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
- High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior
- On the approximation accuracy of Gaussian variational inference
- Quantile pyramids for Bayesian nonparametrics
- Title not available (Why is that?)
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- High dimensional posterior convergence rates for decomposable graphical models
- Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach
- Critical dimension in profile semiparametric estimation
- Posterior inference in curved exponential families under increasing dimensions
- Reference priors for exponential families with increasing dimension
- Critical dimension in the semiparametric Bernstein-von Mises theorem
- The log-linear group-lasso estimator and its asymptotic properties
- Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
- Bayesian structure learning in graphical models
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors
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