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

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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)

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

• 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
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• Nearly optimal Bayesian shrinkage for high-dimensional regression
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• Contraction properties of shrinkage priors in logistic regression
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• 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
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• 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
• Variable selection consistency of Gaussian process regression
• Simple Bayesian algorithms for best-arm identification
• Empirical priors and posterior concentration rates for a monotone density
• Fast rates for general unbounded loss functions: from ERM to generalized Bayes
• The computational asymptotics of Gaussian variational inference and the Laplace approximation
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• On adaptive Bayesian inference
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• Uncertainty quantification for Bayesian CART
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• 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
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• 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
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