Convergence rates of posterior distributions.

From MaRDI portal
Publication:1848786


DOI10.1214/aos/1016218228zbMath1105.62315OpenAlexW2062532221MaRDI QIDQ1848786

Jayanta K. Ghosh, Subhashis Ghosal, Aad W. 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



Related Items

Bayes procedures for adaptive inference in inverse problems for the white noise model, Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors, Conditions for posterior contraction in the sparse normal means problem, A Bernstein-von Mises theorem in the nonparametric right-censoring model, Convergence rates for posterior distributions and adaptive estimation, Bayesian manifold regression, Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure, Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth, An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys, Testing un-separated hypotheses by estimating a distance, Bayesian community detection, Bayesian estimation under informative sampling, Bernstein-von Mises theorems for functionals of the covariance matrix, Frequentistic approximations to Bayesian prevision of exchangeable random elements, Nonparametric Bayesian inference for multidimensional compound Poisson processes, Posterior convergence rate of a class of Dirichlet process mixture model for compositional data, Robust and parallel Bayesian model selection, Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures, From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion, Posterior consistency of Gaussian process prior for nonparametric binary regression, Consistency of Bayesian estimation of a step function, Asymptotic accuracy of Bayesian estimation for a single latent variable, Bayesian inverse problems with non-conjugate priors, Nonparametric Bernstein-von Mises theorems in Gaussian white noise, A theoretical note on the prior information criterion, Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors, Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression, Bayesian linear regression with sparse priors, On adaptive posterior concentration rates, Posterior contraction rates of density derivative estimation, Adaptive nonparametric Bayesian inference using location-scale mixture priors, Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints, Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors, Asymptotic expansion of the posterior density in high dimensional generalized linear models, Adaptive Bayesian credible sets in regression with a Gaussian process prior, Bayesian and variational Bayesian approaches for flows in heterogeneous random media, Lower bound for the oracle projection posterior convergence rate, Consistent nonparametric Bayesian inference for discretely observed scalar diffusions, Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures, Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes, About the non-asymptotic behaviour of Bayes estimators, Bayesian adaptation, Bayesian density estimation for compositional data using random Bernstein polynomials, Pólya tree posterior distributions on densities, The Bernstein-von Mises theorem under misspecification, Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors, Empirical Bayes scaling of Gaussian priors in the white noise model, Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process, Empirical Bayes analysis of spike and slab posterior distributions, The Bernstein-von Mises theorem for the proportional hazard model, Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\), The semiparametric Bernstein-von Mises theorem, A note on convergence rates for posterior distributions via large deviations techniques, Bayesian methods for the shape invariant model, A new sufficient condition for identifiability of countably infinite mixtures, Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution, Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector, Rates of contraction of posterior distributions based on Gaussian process priors, On adaptive inference and confidence bands, Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors, Bayesian inverse problems with Gaussian priors, Bayesian fractional posteriors, A semiparametric Bernstein-von Mises theorem for Gaussian process priors, The horseshoe estimator: posterior concentration around nearly black vectors, A non-parametric Bayesian approach to decompounding from high frequency data, A new method for estimation and model selection: \(\rho\)-estimation, Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling, Pseudo-Bayesian quantum tomography with rank-adaptation, Posterior contraction rates of the phylogenetic Indian buffet processes, Bayesian pairwise estimation under dependent informative sampling, An optimization approach to adaptive multi-dimensional capital management, Bernstein-von Mises theorem for linear functionals of the density, Fully Bayesian analysis of the relevance vector machine with an extended hierarchical prior structure, Extending Doob's consistency theorem to nonparametric densities, The interplay of Bayesian and frequentist analysis, Modern Bayesian asymptotics, On posterior distribution of Bayesian wavelet thresholding, Generalized fiducial inference for normal linear mixed models, Consistency of variational Bayes inference for estimation and model selection in mixtures, Posterior convergence rates of Dirichlet mixtures at smooth densities, On rates of convergence for posterior distributions in infinite-dimensional models, Penalising model component complexity: a principled, practical approach to constructing priors, Convergence rates of posterior distributions for non iid observations, Multiscale Bayesian Survival Analysis, Nonparametric Bayesian inference for ergodic diffusions, A note on Bayesian nonparametric regression function estimation, A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities, Semiparametric Bayesian circular statistics, Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient, Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation, Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity., On posterior consistency of survival models, Rates of convergence of posterior distributions., Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities., Convergence rates for density estimation with Bernstein polynomials., The statistical work of Lucien Le Cam., The Bayesian analysis of complex, high-dimensional models: can it be CODA?, Asymptotic accuracy of Bayes estimation for latent variables with redundancy, Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures, Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation, Nonparametric Bayesian Aggregation for Massive Data, Finite Element Representations of Gaussian Processes: Balancing Numerical and Statistical Accuracy, On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models, Adaptive Bayesian Procedures Using Random Series Priors, Posterior Contraction in Bayesian Inverse Problems Under Gaussian Priors, General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications, Estimating Large Precision Matrices via Modified Cholesky Decomposition, POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES, Unnamed Item, Unnamed Item, Unnamed Item, On the small sample behavior of Dirichlet process mixture models for data supported on compact intervals, Bayesian inverse problems with unknown operators, Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model, A comment on rates of convergence for density function in extreme value theory and Rényi entropy, Optimal estimation of high-dimensional Gaussian location mixtures, Bayesian inverse problems with heterogeneous variance, Covariance structure estimation with Laplace approximation, Adaptive Conditional Distribution Estimation with Bayesian Decision Tree Ensembles, Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation, Uncertainty Estimation for Pseudo‐Bayesian Inference Under Complex Sampling, On Rates of Convergence for Bayesian Density Estimation, Consistent Sparse Deep Learning: Theory and Computation, Bayesian Distributionally Robust Optimization, Laplace priors and spatial inhomogeneity in Bayesian inverse problems, Bayesian estimation of nonlinear Hawkes processes, Bayesian survival tree ensembles with submodel shrinkage, A comparison of learning rate selection methods in generalized Bayesian inference, The evidence interval and the Bayesian evidence value: On a unified theory for Bayesian hypothesis testing and interval estimation, ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES, Metropolis–Hastings via Classification, A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors, Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency, Unnamed Item, The no-free-lunch theorems of supervised learning, High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior, Adaptive variational Bayes: optimality, computation and applications, Precision matrix estimation under the horseshoe-like prior-penalty dual, Bayesian multiscale analysis of the Cox model, Posterior contraction in Gaussian process regression using Wasserstein approximations, Variational Bayes for High-Dimensional Linear Regression With Sparse Priors, Convergence of posterior distribution in the mixture of regressions, Bayesian sieve methods: approximation rates and adaptive posterior contraction rates, Simple Bayesian Algorithms for Best-Arm Identification, Functional Horseshoe Priors for Subspace Shrinkage, Gaussian Approximations for Probability Measures on $R^d$, Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions, Bayesian Repulsive Gaussian Mixture Model, Posterior consistency of semi-supervised regression on graphs, Unnamed Item, AnL2point of view in testing monotone regression, Bayesian Analysis of the Proportional Hazards Model with Time‐Varying Coefficients, Moderate Deviations for Bayes Posteriors, On the Consistency of Bayesian Function Approximation Using Step Functions, Rates of Posterior Convergence for iid Observations, ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS, Adaptive Bayesian density regression for high-dimensional data, Rate exact Bayesian adaptation with modified block priors, Sup–Hellinger consistency for local density regression, Rates of Convergence for a Bayesian Level Set Estimation, On Rates of Convergence for Posterior Distributions Under Misspecification, Solving inverse problems using data-driven models, Accelerated Dimension-Independent Adaptive Metropolis, Robust and Scalable Bayes via a Median of Subset Posterior Measures, On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification, Bayesian Optimal Adaptive Estimation Using a Sieve Prior, Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors, Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models, Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel?, A new analytical approach to consistency and overfitting in regularized empirical risk minimization, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets, Posterior contraction in group sparse logit models for categorical responses, Bayesian analysis under accelerated failure time models with error-prone time-to-event outcomes, Rates and coverage for monotone densities using projection-posterior, Adaptive Bayesian density estimation in sup-norm, Convergence rates for Bayesian density estimation of infinite-dimensional exponential families, Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions, Nonparametric Bayesian methods for one-dimensional diffusion models, Bayesian factor-adjusted sparse regression, 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, Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors, Frequentist validity of Bayesian limits, Complex sampling designs: uniform limit theorems and applications, The computational asymptotics of Gaussian variational inference and the Laplace approximation, Bayesian sieve method for piece-wise smooth regression, Posterior concentration and fast convergence rates for generalized Bayesian learning, Bayesian estimation of multidimensional latent variables and its asymptotic accuracy, Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations, On posterior consistency of tail index for Bayesian kernel mixture models, Bayesian shrinkage towards sharp minimaxity, Nearly optimal Bayesian shrinkage for high-dimensional regression, On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems, Bounds for Bayesian order identification with application to mixtures, \(\alpha\)-variational inference with statistical guarantees, Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions, Concentration of tempered posteriors and of their variational approximations, Nonparametric Bayesian model selection and averaging, Posterior convergence rates for Dirichlet mixtures of beta densities, Gibbs posterior concentration rates under sub-exponential type losses, Bayesian fusion estimation via \(t\) shrinkage, Adaptive Bayesian credible bands in regression with a Gaussian process prior, Posterior contraction rates for stochastic block models, On adaptive Bayesian inference, Lower bounds for posterior rates with Gaussian process priors, A Bernstein-von Mises theorem for discrete probability distributions, Dynamics of Bayesian updating with dependent data and misspecified models, Posterior convergence and model estimation in Bayesian change-point problems, Reference priors for exponential families with increasing dimension, Adaptive Bayesian density estimation with location-scale mixtures, Convergence of latent mixing measures in finite and infinite mixture models, Oracle convergence rate of posterior under projection prior and Bayesian model selection, Quasi-Bayesian analysis of nonparametric instrumental variables models, Posterior concentration for Bayesian regression trees and forests, Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors, Convergence rates of variational posterior distributions, On spike and slab empirical Bayes multiple testing, Nonparametric Bayesian estimation for multivariate Hawkes processes, A general framework for Bayes structured linear models, Fano's inequality for random variables, Thomas Bayes' walk on manifolds, Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems, Bayesian linear inverse problems in regularity scales, Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities, Posterior contraction rates for support boundary recovery, Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification, Posterior asymptotics in Wasserstein metrics on the real line, Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error, Bayesian estimation of a decreasing density, On posterior contraction of parameters and interpretability in Bayesian mixture modeling, Hypotheses testing and posterior concentration rates for semi-Markov processes, Robust Bayes-like estimation: rho-Bayes estimation, Criteria for posterior consistency and convergence at a rate, Bayesian structure learning in graphical models, Misspecification in infinite-dimensional Bayesian statistics, Quasi-Bayesian estimation of large Gaussian graphical models, Consistency of Bayes estimators of a binary regression function, On some recent advances on high dimensional Bayesian statistics, Weak and TV consistency in Bayesian uncertainty quantification using disintegration, Convergence rates of nonparametric posterior distributions, Posterior contraction in sparse Bayesian factor models for massive covariance matrices, Rates of contraction of posterior distributions based on \(p\)-exponential priors, Lasso meets horseshoe: a survey, Cross-validation for comparing multiple density estimation procedures, Oracle posterior contraction rates under hierarchical priors, Posterior contraction and credible regions for level sets, Time-varying auto-regressive models for count time-series, Unified Bayesian theory of sparse linear regression with nuisance parameters, A Bayesian nonparametric approach to log-concave density estimation, Bayesian estimation under informative sampling with unattenuated dependence, Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models, Empirical priors and posterior concentration rates for a monotone density, Contraction properties of shrinkage priors in logistic regression, Variable selection consistency of Gaussian process regression, Consistent online Gaussian process regression without the sample complexity bottleneck, Bayesian inverse problems with partial observations, Uncertainty quantification for Bayesian CART, Posterior analysis of \(n\) in the binomial \((n,p)\) problem with both parameters unknown -- with applications to quantitative nanoscopy, Variable selection in panel models with breaks, Optimal Bayesian smoothing of functional observations over a large graph, Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data, The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate, Data-driven priors and their posterior concentration rates, Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression, Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes, Some simple formulas for posterior convergence rates, Bayesian regression with nonparametric heteroskedasticity, Rate-optimal posterior contraction for sparse PCA, Posterior contraction of the population polytope in finite admixture models, Optional Pólya trees: posterior rates and uncertainty quantification, Adaptive Bayesian inference for current status data on a grid



Cites Work