Convergence rates of posterior distributions.

DOI10.1214/AOS/1016218228zbMATH Open1105.62315OpenAlexW2062532221MaRDI QIDQ1848786FDOQ1848786

Authors: Jayanta K. Ghosh, Subhashis Ghosal, Aad van der Vaart 

Publication date: 14 November 2002

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1016218228

Recommendations

• Convergence rates of posterior distributions for non iid observations
• Convergence rates of nonparametric posterior distributions
• Rates of convergence of posterior distributions.
• On rates of convergence for posterior distributions in infinite-dimensional models
• Convergence rates for posterior distributions and adaptive estimation

zbMATH Keywords

splinesrate of convergenceposterior distributionsievesInfinite dimensional model

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Prior distributions on spaces of probability measures
• A Bayesian analysis of some nonparametric problems
• Title not available (Why is that?)
• On the consistency of Bayes estimates
• Asymptotic methods in statistical decision theory
• A practical guide to splines
• The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
• Convergence of estimates under dimensionality restrictions
• Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
• Title not available (Why is that?)
• Approximation dans les espaces m�triques et th�orie de l'estimation
• Asymptotics in statistics: some basic concepts
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• Posterior consistency of Dirichlet mixtures in density estimation
• Rates of convergence of posterior distributions.
• Title not available (Why is that?)
• The dimensionality reduction principle for generalized additive models
• The consistency of posterior distributions in nonparametric problems
• Title not available (Why is that?)
• On Bayes procedures
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Large-sample inference for log-spline models
• Rates of convergence for minimum contrast estimators
• Title not available (Why is that?)
• Title not available (Why is that?)

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

• The Bayesian analysis of complex, high-dimensional models: can it be CODA?
• Asymptotic accuracy of Bayes estimation for latent variables with redundancy
• Bayesian fractional posteriors
• Bayesian inverse problems with non-conjugate priors
• Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
• Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures
• Bayes procedures for adaptive inference in inverse problems for the white noise model
• Penalising model component complexity: a principled, practical approach to constructing priors
• Non-Gaussian statistical inverse problems. II: Posterior convergence for approximated unknowns
• The semiparametric Bernstein-von Mises theorem
• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
• The horseshoe estimator: posterior concentration around nearly black vectors
• Posterior convergence rate of a class of Dirichlet process mixture model for compositional data
• Pólya tree posterior distributions on densities
• Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
• Bayesian inverse problems with Gaussian priors
• Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors
• Conditions for posterior contraction in the sparse normal means problem
• A large-deviation principle for Dirichlet posteriors
• Adaptive nonparametric Bayesian inference using location-scale mixture priors
• Bernstein-von Mises theorem for linear functionals of the density
• Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
• Convergence rates for density estimation with Bernstein polynomials.
• On posterior consistency of survival models
• Bayesian manifold regression
• Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
• Convergence rates of posterior distributions for Brownian semimartingale models
• A Bernstein-von Mises theorem in the nonparametric right-censoring model
• The exponential rates of convergence of posterior distributions
• Rates of contraction of posterior distributions based on Gaussian process priors
• Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
• Bounds for Bayesian order identification with application to mixtures
• Posterior convergence rates of Dirichlet mixtures at smooth densities
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• Posterior contraction and credible regions for level sets
• Concentration of tempered posteriors and of their variational approximations
• A new method for estimation and model selection: \(\rho\)-estimation
• Bayesian linear regression with sparse priors
• On adaptive posterior concentration rates
• Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
• Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
• Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes
• Bayesian factor-adjusted sparse regression
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices
• The interplay of Bayesian and frequentist analysis
• Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
• On rates of convergence for posterior distributions in infinite-dimensional models
• Misspecification in infinite-dimensional Bayesian statistics
• Posterior contraction in Bayesian inverse problems under Gaussian priors
• Convergence of latent mixing measures in finite and infinite mixture models
• Rates of convergence of posterior distributions.
• Posterior consistency of Gaussian process prior for nonparametric binary regression
• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
• Oracle posterior contraction rates under hierarchical priors
• Adaptive Bayesian density regression for high-dimensional data
• Adaptive Bayesian density estimation with location-scale mixtures
• Empirical Bayes scaling of Gaussian priors in the white noise model
• Lower bounds for posterior rates with Gaussian process priors
• Bayesian goodness of fit testing with mixtures of triangular distributions
• A Bernstein-von Mises theorem for discrete probability distributions
• Dynamics of Bayesian updating with dependent data and misspecified models
• The Bernstein-von Mises theorem under misspecification
• Nonparametric Bayesian model selection and averaging
• Oracle convergence rate of posterior under projection prior and Bayesian model selection
• Bayesian Repulsive Gaussian Mixture Model
• Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
• Posterior convergence rates for Dirichlet mixtures of beta densities
• Quasi-Bayesian analysis of nonparametric instrumental variables models
• Adaptive Bayesian procedures using random series priors
• Multiscale Bayesian survival analysis
• Bayesian optimal adaptive estimation using a sieve prior
• Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
• Posterior contraction of the population polytope in finite admixture models
• Thomas Bayes' walk on manifolds
• Functional Horseshoe Priors for Subspace Shrinkage
• Generalized fiducial inference for normal linear mixed models
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
• Pseudo-Bayesian quantum tomography with rank-adaptation
• Nonparametric Bernstein-von Mises theorems in Gaussian white noise
• The Bernstein-von Mises theorem for the proportional hazard model
• Convergence rates of posterior distributions for non iid observations
• Posterior contraction rates of the phylogenetic Indian buffet processes
• A semiparametric Bernstein-von Mises theorem for Gaussian process priors
• On posterior contraction of parameters and interpretability in Bayesian mixture modeling
• Fano's inequality for random variables
• Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
• On spike and slab empirical Bayes multiple testing
• Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
• Adaptive Bayesian inference for current status data on a grid
• Robust Bayes-like estimation: rho-Bayes estimation
• Posterior asymptotics in Wasserstein metrics on the real line
• Bayes posterior convergence for loss functions via almost additive thermodynamic formalism
• Nearly optimal Bayesian shrinkage for high-dimensional regression
• Criteria for posterior consistency and convergence at a rate
• Posterior contraction in group sparse logit models for categorical responses
• Bayesian analysis under accelerated failure time models with error-prone time-to-event outcomes
• Posterior contraction rates for stochastic block models
• Rate exact Bayesian adaptation with modified block priors
• Contraction properties of shrinkage priors in logistic regression

This page was built for publication: Convergence rates of posterior distributions.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1848786)