Rates of convergence of posterior distributions.
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Publication:1848879
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- scientific article; zbMATH DE number 19718
- ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
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- An analysis of Bayesian inference for nonparametric regression
- An asymptotic property of model selection criteria
- Asymptotic equivalence of nonparametric regression and white noise
- Consistency of Bayes estimates for nonparametric regression: normal theory
- Convergence rate of sieve estimates
- Convergence rates of posterior distributions.
- Exact behavior of Gaussian seminorms
- Gaussian measures in Banach spaces
- Nonparametric binary regression: A Bayesian approach
- On Bayes procedures
- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- On the Bernstein-von Mises theorem with infinite-dimensional parameters
- On the consistency of Bayes estimates
- Optimal global rates of convergence for nonparametric regression
- Practical nonparametric and semiparametric Bayesian statistics
- Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
- Risk bounds for model selection via penalization
- The consistency of posterior distributions in nonparametric problems
Cited in
(only showing first 100 items - show all)- Bayesian goodness of fit testing with mixtures of triangular distributions
- Convergence rates of posterior distributions.
- A note on convergence rates for posterior distributions via large deviations techniques
- Bayesian optimal adaptive estimation using a sieve prior
- The semiparametric Bernstein-von Mises theorem
- Bernstein-von Mises theorem for linear functionals of the density
- Consistency of Bernstein Polynomial Posteriors
- On Rates of Convergence for Bayesian Density Estimation
- Lower bounds for posterior rates with Gaussian process priors
- Posterior rates of convergence for Dirichlet mixtures of exponential power densities
- Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
- Convergence rates for density estimation with Bernstein polynomials.
- On posterior consistency of survival models
- Bounds for Bayesian order identification with application to mixtures
- Bayesian aspects of some nonparametric problems
- Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
- Analyzing posteriors by the information inequality
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Dynamics of Bayesian updating with dependent data and misspecified models
- The Bernstein-von Mises theorem under misspecification
- Bayesian factor-adjusted sparse regression
- Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
- Variable selection in panel models with breaks
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- Optimal estimation of high-dimensional Gaussian location mixtures
- Pólya tree posterior distributions on densities
- Convergence rates of posterior distributions for Brownian semimartingale models
- A Bernstein-von Mises theorem in the nonparametric right-censoring model
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors
- A coherent approach to Bayesian data envelopment analysis
- On posterior distribution of Bayesian wavelet thresholding
- Posterior concentration for Bayesian regression trees and forests
- From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
- Convergence rates for posterior distributions and adaptive estimation
- Bayesian inverse problems with non-conjugate priors
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise
- Bayesian fractional posteriors
- On rates of convergence for posterior distributions in infinite-dimensional models
- Estimation of posterior density functions from a posterior sample.
- Extending Doob's consistency theorem to nonparametric densities
- Consistency of Bayes estimators without the assumption that the model is correct
- Rates of contraction of posterior distributions based on \(p\)-exponential priors
- A note on Bayes factor consistency in partial linear models
- A note on the Bayes factor in a semiparametric regression model
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Adaptive Bayesian procedures using random series priors
- Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
- Misspecification in infinite-dimensional Bayesian statistics
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- The exponential rates of convergence of posterior distributions
- Reversible jump MCMC for nonparametric drift estimation for diffusion processes
- Thomas Bayes' walk on manifolds
- Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
- Posterior contraction and credible regions for level sets
- Oracle posterior contraction rates under hierarchical priors
- Rates of Convergence for a Bayesian Level Set Estimation
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- Posterior contraction of the population polytope in finite admixture models
- Adaptive Bayesian density regression for high-dimensional data
- Frasian inference
- Posterior consistency of nonparametric conditional moment restricted models
- Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
- Bayes procedures for adaptive inference in inverse problems for the white noise model
- Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
- Fully Bayesian analysis of the relevance vector machine with an extended hierarchical prior structure
- ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
- The Bernstein-von Mises theorem for the proportional hazard model
- Consistency of posterior distributions for heteroscedastic nonparametric regression models
- New approaches to Bayesian consistency
- Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
- Bayesian methods for the shape invariant model
- Convergence of latent mixing measures in finite and infinite mixture models
- Rate-optimal posterior contraction for sparse PCA
- Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
- Bayesian regression with nonparametric heteroskedasticity
- Convergence rates of posterior distributions for non iid observations
- Frequentist validity of Bayesian limits
- On adaptive Bayesian inference
- Posterior convergence and model estimation in Bayesian change-point problems
- Hypotheses testing and posterior concentration rates for semi-Markov processes
- Convergence rates of nonparametric posterior distributions
- Gaussian approximations for probability measures on \(\mathbb R^d\)
- A direct approach to understanding posterior consistency of Bayesian regression problems
- A comment on rates of convergence for density function in extreme value theory and Rényi entropy
- On Rates of Convergence for Posterior Distributions Under Misspecification
- Robust and rate-optimal Gibbs posterior inference on the boundary of a noisy image
- A posterior convergence rate theorem for general Markov chains
- 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 diffusion process perspective on posterior contraction rates for parameters
- Consistency of Bayes estimators of a binary regression function
- A note on Bayesian nonparametric regression function estimation
- On posterior contraction of parameters and interpretability in Bayesian mixture modeling
- On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification
- Data-driven priors and their posterior concentration rates
- Weak and TV consistency in Bayesian uncertainty quantification using disintegration
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
- Pathwise concentration bounds for Bayesian beliefs
- Bayesian analysis of the proportional hazards model with time-varying coefficients
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