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)

• Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors
• Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
• Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
• Rates of Convergence for a Bayesian Level Set Estimation
• Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
• Fully Bayesian analysis of the relevance vector machine with an extended hierarchical prior structure
• On Rates of Convergence for Bayesian Density Estimation
• On posterior distribution of Bayesian wavelet thresholding
• Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints
• Asymptotic expansion of the posterior density in high dimensional generalized linear models
• Nonparametric Bayesian inference for ergodic diffusions
• Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
• Convergence of posterior distribution in the mixture of regressions
• Convergence rates for posterior distributions and adaptive estimation
• A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
• The statistical work of Lucien Le Cam.
• Consistency of posterior distributions for heteroscedastic nonparametric regression models
• A non-parametric Bayesian approach to decompounding from high frequency data
• Bayesian inverse problems with partial observations
• Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors
• Optimal Bayesian smoothing of functional observations over a large graph
• Extending Doob's consistency theorem to nonparametric densities
• Posterior concentration for Bayesian regression trees and forests
• Posterior consistency in conditional density estimation by covariate dependent mixtures
• Quasi-Bayesian estimation of large Gaussian graphical models
• An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys
• Adaptive Bayesian estimation of conditional densities
• Bayesian estimation under informative sampling
• Bernstein-von Mises theorems for functionals of the covariance matrix
• ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
• Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
• Variable selection in panel models with breaks
• From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
• Accelerated dimension-independent adaptive metropolis
• Bayesian methods for the shape invariant model
• A new sufficient condition for identifiability of countably infinite mixtures
• Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
• Frequentistic approximations to Bayesian prevision of exchangeable random elements
• Posterior concentration rates for infinite dimensional exponential families
• Weak convergence and the exponential rate of concentration for posterior density functions
• Analyzing posteriors by the information inequality
• Lower bound for the oracle projection posterior convergence rate
• AnL₂point of view in testing monotone regression
• Estimation of posterior density functions from a posterior sample.
• On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
• Nonparametric Bayesian inference for multidimensional compound Poisson processes
• On adaptive inference and confidence bands
• A theoretical note on the prior information criterion
• Posterior contraction rates of density derivative estimation
• Bayesian pairwise estimation under dependent informative sampling
• Moderate Deviations for Bayes Posteriors
• Reference priors for exponential families with increasing dimension
• Rates of contraction of posterior distributions based on \(p\)-exponential priors
• Bayesian density estimation for compositional data using random Bernstein polynomials
• Bayesian estimation under informative sampling with unattenuated dependence
• Rate-optimal posterior contraction for sparse PCA
• Optimal estimation of high-dimensional Gaussian location mixtures
• On convergence of posterior distributions
• Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
• Quantile graphical models: a Bayesian approach
• Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
• A note on convergence rates for posterior distributions via large deviations techniques
• Bayesian and variational Bayesian approaches for flows in heterogeneous random media
• Bayesian regression with nonparametric heteroskedasticity
• 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
• Nonparametric Bayesian estimation for multivariate Hawkes processes
• Nonparametric Bayesian aggregation for massive data
• Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
• On some recent advances on high dimensional Bayesian statistics
• Rates and coverage for monotone densities using projection-posterior
• Weak and TV consistency in Bayesian uncertainty quantification using disintegration
• Frequentist validity of Bayesian limits
• On the Consistency of Bayesian Function Approximation Using Step Functions
• Estimating large precision matrices via modified Cholesky decomposition
• Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
• Bayesian shrinkage towards sharp minimaxity
• A general framework for Bayes structured linear models
• Time-varying auto-regressive models for count time-series
• Unified Bayesian theory of sparse linear regression with nuisance parameters
• On Rates of Convergence for Posterior Distributions Under Misspecification
• Bayesian fusion estimation via \(t\) shrinkage
• Hypotheses testing and posterior concentration rates for semi-Markov processes
• Lasso meets horseshoe: a survey
• On the beta prime prior for scale parameters in high-dimensional Bayesian regression models

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)