Convergence rates of posterior distributions.
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Cites work
- scientific article; zbMATH DE number 3883309 (Why is no real title available?)
- scientific article; zbMATH DE number 3911491 (Why is no real title available?)
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- scientific article; zbMATH DE number 1219018 (Why is no real title available?)
- scientific article; zbMATH DE number 1064642 (Why is no real title available?)
- scientific article; zbMATH DE number 3215519 (Why is no real title available?)
- A Bayesian analysis of some nonparametric problems
- A practical guide to splines
- Approximation dans les espaces m�triques et th�orie de l'estimation
- Asymptotic methods in statistical decision theory
- Asymptotics in statistics: some basic concepts
- Convergence of estimates under dimensionality restrictions
- Large-sample inference for log-spline models
- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
- On Bayes procedures
- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- On the consistency of Bayes estimates
- Posterior consistency of Dirichlet mixtures in density estimation
- Prior distributions on spaces of probability measures
- Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
- Rates of convergence for minimum contrast estimators
- Rates of convergence of posterior distributions.
- The consistency of posterior distributions in nonparametric problems
- The dimensionality reduction principle for generalized additive models
- The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
- Weak convergence and empirical processes. With applications to statistics
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
- Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
- \(\alpha\)-variational inference with statistical guarantees
- The Bayesian analysis of complex, high-dimensional models: can it be CODA?
- Asymptotic accuracy of Bayes estimation for latent variables with redundancy
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
- On posterior contraction of parameters and interpretability in Bayesian mixture modeling
- The evidence interval and the Bayesian evidence value: On a unified theory for Bayesian hypothesis testing and interval estimation
- Fano's inequality for random variables
- Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
- Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model
- Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
- Bayesian inverse problems with non-conjugate priors
- Posterior contraction in Gaussian process regression using Wasserstein approximations
- Rates of Convergence for a Bayesian Level Set Estimation
- Bayesian fractional posteriors
- 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
- Fully Bayesian analysis of the relevance vector machine with an extended hierarchical prior structure
- Non-Gaussian statistical inverse problems. II: Posterior convergence for approximated unknowns
- The semiparametric Bernstein-von Mises theorem
- Penalising model component complexity: a principled, practical approach to constructing priors
- The horseshoe estimator: posterior concentration around nearly black vectors
- On posterior distribution of Bayesian wavelet thresholding
- Posterior convergence rate of a class of Dirichlet process mixture model for compositional data
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression
- Bayesian closed surface fitting through tensor products
- On Rates of Convergence for Bayesian Density Estimation
- Convergence rates of variational posterior distributions
- On spike and slab empirical Bayes multiple testing
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
- Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
- 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
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
- Convergence rates of nonparametric posterior distributions
- Bayesian analysis of the proportional hazards model with time-varying coefficients
- Bayesian inverse problems with Gaussian priors
- Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data
- Pólya tree posterior distributions on densities
- Adaptive Bayesian inference for current status data on a grid
- Nonparametric Bayesian inference for ergodic diffusions
- Adaptive inference over Besov spaces in the white noise model using \(p\)-exponential priors
- Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors
- Conditions for posterior contraction in the sparse normal means problem
- Robust Bayes-like estimation: rho-Bayes estimation
- Metropolis–Hastings via Classification
- Adaptive nonparametric Bayesian inference using location-scale mixture priors
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- Robust and parallel Bayesian model selection
- Convergence rates for posterior distributions and adaptive estimation
- Convergence of posterior distribution in the mixture of regressions
- Posterior asymptotics in Wasserstein metrics on the real line
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
- Bernstein-von Mises theorem for linear functionals of the density
- A large-deviation principle for Dirichlet posteriors
- The statistical work of Lucien Le Cam.
- Bayes posterior convergence for loss functions via almost additive thermodynamic formalism
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- Nonparametric Bayesian methods for one-dimensional diffusion models
- Some simple formulas for posterior convergence rates
- A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors
- Bayesian manifold regression
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
- Convergence rates for density estimation with Bernstein polynomials.
- On posterior consistency of survival models
- Consistency of posterior distributions for heteroscedastic nonparametric regression models
- Convergence rates of posterior distributions for Brownian semimartingale models
- A non-parametric Bayesian approach to decompounding from high frequency data
- A Bernstein-von Mises theorem in the nonparametric right-censoring model
- The exponential rates of convergence of posterior distributions
- Nearly optimal Bayesian shrinkage for high-dimensional regression
- Rates of contraction of posterior distributions based on Gaussian process priors
- Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
- Criteria for posterior consistency and convergence at a rate
- Bayesian community detection
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Posterior contraction in group sparse logit models for categorical responses
- Bayesian analysis under accelerated failure time models with error-prone time-to-event outcomes
- A diffusion process perspective on posterior contraction rates for parameters
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Bounds for Bayesian order identification with application to mixtures
- Bayesian inverse problems with partial observations
- Modern Bayesian asymptotics
- Posterior contraction and credible regions for level sets
- A Bayesian nonparametric approach to log-concave density estimation
- A new method for estimation and model selection: \(\rho\)-estimation
- Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation
- Concentration of tempered posteriors and of their variational approximations
- Posterior contraction rates for stochastic block models
- Testing un-separated hypotheses by estimating a distance
- Optimal Bayesian smoothing of functional observations over a large graph
- Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors
- Bayesian linear regression with sparse priors
- On adaptive posterior concentration rates
- Extending Doob's consistency theorem to nonparametric densities
- Sup-Hellinger consistency for local density regression
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