Rates of convergence of posterior distributions.
From MaRDI portal
Publication:1848879
DOI10.1214/aos/1009210686zbMath1041.62022OpenAlexW2111117254MaRDI QIDQ1848879
Xiaotong Shen, Larry Alan Wasserman
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1009210686
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
Related Items
Bayes procedures for adaptive inference in inverse problems for the white noise model, Reversible jump MCMC for nonparametric drift estimation for diffusion processes, A Bernstein-von Mises theorem in the nonparametric right-censoring model, Convergence rates for posterior distributions and adaptive estimation, Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure, Adaptive Bayesian density estimation in sup-norm, Convergence rates for Bayesian density estimation of infinite-dimensional exponential families, Adaptive Bayesian Procedures Using Random Series Priors, Bayesian factor-adjusted sparse regression, Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors, Frequentist validity of Bayesian limits, From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion, The computational asymptotics of Gaussian variational inference and the Laplace approximation, Bayesian inverse problems with non-conjugate priors, Gibbs posterior inference on the minimum clinically important difference, Consistency of Bayes estimators without the assumption that the model is correct, Convergence rates of posterior distributions for Brownian semimartingale models, Nonparametric Bernstein-von Mises theorems in Gaussian white noise, Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression, Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation, On Rates of Convergence for Bayesian Density Estimation, Consistent nonparametric Bayesian inference for discretely observed scalar diffusions, Bayesian adaptation, A note on Bayes factor consistency in partial linear models, Bounds for Bayesian order identification with application to mixtures, Robust and rate-optimal Gibbs posterior inference on the boundary of a noisy image, Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors, Pólya tree posterior distributions on densities, Gibbs posterior concentration rates under sub-exponential type losses, The Bernstein-von Mises theorem under misspecification, Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors, On adaptive Bayesian inference, Lower bounds for posterior rates with Gaussian process priors, Dynamics of Bayesian updating with dependent data and misspecified models, Posterior convergence and model estimation in Bayesian change-point problems, Posterior rates of convergence for Dirichlet mixtures of exponential power densities, A review of Bayesian asymptotics in general insurance applications, Convergence of latent mixing measures in finite and infinite mixture models, Quasi-Bayesian analysis of nonparametric instrumental variables models, Frasian inference, The Bernstein-von Mises theorem for the proportional hazard model, Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\), Posterior consistency of nonparametric conditional moment restricted models, The semiparametric Bernstein-von Mises theorem, A note on convergence rates for posterior distributions via large deviations techniques, Posterior concentration for Bayesian regression trees and forests, Convergence rates of variational posterior distributions, On spike and slab empirical Bayes multiple testing, A general framework for Bayes structured linear models, Bayesian methods for the shape invariant model, Thomas Bayes' walk on manifolds, Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems, A Bayesian hierarchical copula model, Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution, Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector, Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors, Bayesian fractional posteriors, A semiparametric Bernstein-von Mises theorem for Gaussian process priors, On posterior contraction of parameters and interpretability in Bayesian mixture modeling, Hypotheses testing and posterior concentration rates for semi-Markov processes, Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling, 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, Criteria for posterior consistency and convergence at a rate, New approaches to Bayesian consistency, A hierarchical spatiotemporal statistical model motivated by glaciology, Modern Bayesian asymptotics, On posterior distribution of Bayesian wavelet thresholding, Misspecification in infinite-dimensional Bayesian statistics, Consistency of Bayes estimators of a binary regression function, Weak and TV consistency in Bayesian uncertainty quantification using disintegration, Convergence rates of nonparametric posterior distributions, On rates of convergence for posterior distributions in infinite-dimensional models, Rates of Posterior Convergence for iid Observations, Convergence rates of posterior distributions for non iid observations, Rates of contraction of posterior distributions based on \(p\)-exponential priors, The Newsvendor under Demand Ambiguity: Combining Data with Moment and Tail Information, Oracle posterior contraction rates under hierarchical priors, Posterior contraction and credible regions for level sets, A note on the Bayes factor in a semiparametric regression model, Variance Regularization in Sequential Bayesian Optimization, A note on Bayesian nonparametric regression function estimation, On Rates of Convergence for Posterior Distributions Under Misspecification, A Direct Approach to Understanding Posterior Consistency of Bayesian Regression Problems, Variable selection in panel models with breaks, On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification, Data-driven priors and their posterior concentration rates, Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient, A coherent approach to Bayesian data envelopment analysis, Bayesian Optimal Adaptive Estimation Using a Sieve Prior, Convergence rates of posterior distributions., Bayesian aspects of some nonparametric problems, On posterior consistency of survival models, Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities., Convergence rates for density estimation with Bernstein polynomials., Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models, Bayesian regression with nonparametric heteroskedasticity, Rate-optimal posterior contraction for sparse PCA, Posterior contraction of the population polytope in finite admixture models, On the small sample behavior of Dirichlet process mixture models for data supported on compact intervals, 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, A posterior convergence rate theorem for general Markov chains, Pathwise concentration bounds for Bayesian beliefs, Bayesian sieve methods: approximation rates and adaptive posterior contraction rates, Gaussian Approximations for Probability Measures on $R^d$, Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions, A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics, Bayesian Analysis of the Proportional Hazards Model with Time‐Varying Coefficients, Consistency of Bernstein Polynomial Posteriors, ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS, Adaptive Bayesian density regression for high-dimensional data, Rate exact Bayesian adaptation with modified block priors, Rates of Convergence for a Bayesian Level Set Estimation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An analysis of Bayesian inference for nonparametric regression
- On the consistency of Bayes estimates
- Gaussian measures in Banach spaces
- Consistency of Bayes estimates for nonparametric regression: normal theory
- Risk bounds for model selection via penalization
- Nonparametric binary regression: A Bayesian approach
- Convergence rate of sieve estimates
- Asymptotic equivalence of nonparametric regression and white noise
- Practical nonparametric and semiparametric Bayesian statistics
- On the Bernstein-von Mises theorem with infinite-dimensional parameters
- Optimal global rates of convergence for nonparametric regression
- Convergence rates of posterior distributions.
- Exact behavior of Gaussian seminorms
- Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
- The consistency of posterior distributions in nonparametric problems
- An asymptotic property of model selection criteria
- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- On Bayes procedures