Rates of convergence of posterior distributions.

DOI10.1214/AOS/1009210686zbMATH Open1041.62022OpenAlexW2111117254MaRDI QIDQ1848879FDOQ1848879

Authors: Xiaotong Shen, Larry 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

Recommendations

• Convergence rates of posterior distributions.
• The exponential rates of convergence of posterior distributions
• Convergence rates of nonparametric posterior distributions
• Convergence rates of variational posterior distributions
• On convergence of posterior distributions
• scientific article; zbMATH DE number 19718
• ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS

zbMATH Keywords

asymptotic inferencesieves

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Gaussian measures in Banach spaces
• On the consistency of Bayes estimates
• Convergence rates of posterior distributions.
• Optimal global rates of convergence for nonparametric regression
• Risk bounds for model selection via penalization
• Title not available (Why is that?)
• Asymptotic equivalence of nonparametric regression and white noise
• Consistency of Bayes estimates for nonparametric regression: normal theory
• Nonparametric binary regression: A Bayesian approach
• On the Bernstein-von Mises theorem with infinite-dimensional parameters
• Title not available (Why is that?)
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• An analysis of Bayesian inference for nonparametric regression
• Convergence rate of sieve estimates
• The consistency of posterior distributions in nonparametric problems
• On Bayes procedures
• Title not available (Why is that?)
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Title not available (Why is that?)
• Title not available (Why is that?)
• Exact behavior of Gaussian seminorms
• An asymptotic property of model selection criteria
• Title not available (Why is that?)
• Practical nonparametric and semiparametric Bayesian statistics

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

• Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
• Rates of Convergence for a Bayesian Level Set Estimation
• Bayesian fractional posteriors
• Bayesian inverse problems with non-conjugate priors
• 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
• The semiparametric Bernstein-von Mises theorem
• On Rates of Convergence for Bayesian Density Estimation
• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
• On posterior distribution of Bayesian wavelet thresholding
• Pólya tree posterior distributions on densities
• Convergence rates of posterior distributions.
• Convergence rates for posterior distributions and adaptive estimation
• Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
• Bernstein-von Mises theorem for linear functionals of the density
• A note on the Bayes factor in a semiparametric regression model
• 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
• 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
• Consistency of Bayes estimators without the assumption that the model is correct
• The exponential rates of convergence of posterior distributions
• Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
• Bounds for Bayesian order identification with application to mixtures
• Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• Posterior contraction and credible regions for level sets
• Extending Doob's consistency theorem to nonparametric densities
• Posterior concentration for Bayesian regression trees and forests
• Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
• Bayesian factor-adjusted sparse regression
• Reversible jump MCMC for nonparametric drift estimation for diffusion processes
• Bayesian aspects of some nonparametric problems
• On rates of convergence for posterior distributions in infinite-dimensional models
• Misspecification in infinite-dimensional Bayesian statistics
• Convergence of latent mixing measures in finite and infinite mixture models
• Oracle posterior contraction rates under hierarchical priors
• Adaptive Bayesian density regression for high-dimensional data
• Frasian inference
• Posterior consistency of nonparametric conditional moment restricted models
• ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
• Lower bounds for posterior rates with Gaussian process priors
• Posterior rates of convergence for Dirichlet mixtures of exponential power densities
• Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models
• New approaches to Bayesian consistency
• Bayesian goodness of fit testing with mixtures of triangular distributions
• Variable selection in panel models with breaks
• From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
• A note on Bayes factor consistency in partial linear models
• Bayesian methods for the shape invariant model
• Dynamics of Bayesian updating with dependent data and misspecified models
• The Bernstein-von Mises theorem under misspecification
• Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
• Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
• A coherent approach to Bayesian data envelopment analysis
• Quasi-Bayesian analysis of nonparametric instrumental variables models
• Estimation of posterior density functions from a posterior sample.
• Bayesian optimal adaptive estimation using a sieve prior
• Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
• Posterior contraction of the population polytope in finite admixture models
• Thomas Bayes' walk on manifolds
• Rates of contraction of posterior distributions based on \(p\)-exponential priors
• Rate-optimal posterior contraction for sparse PCA
• Optimal estimation of high-dimensional Gaussian location mixtures
• Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
• Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
• Nonparametric Bernstein-von Mises theorems in Gaussian white noise
• Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
• The Bernstein-von Mises theorem for the proportional hazard model
• Convergence rates of posterior distributions for non iid observations
• A note on convergence rates for posterior distributions via large deviations techniques
• Consistency of Bernstein Polynomial Posteriors
• A semiparametric Bernstein-von Mises theorem for Gaussian process priors
• Bayesian regression with nonparametric heteroskedasticity
• Adaptive Bayesian Procedures Using Random Series Priors
• Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
• Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model
• On posterior contraction of parameters and interpretability in Bayesian mixture modeling
• Convergence rates of variational posterior distributions
• On spike and slab empirical Bayes multiple testing
• Convergence rates of nonparametric posterior distributions
• A diffusion process perspective on posterior contraction rates for parameters
• Criteria for posterior consistency and convergence at a rate
• A hierarchical spatiotemporal statistical model motivated by glaciology
• Modern Bayesian asymptotics
• Rate exact Bayesian adaptation with modified block priors
• A comment on rates of convergence for density function in extreme value theory and Rényi entropy
• A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics
• Weak and TV consistency in Bayesian uncertainty quantification using disintegration
• Frequentist validity of Bayesian limits
• Pathwise concentration bounds for Bayesian beliefs
• Gaussian Approximations for Probability Measures on $R^d$
• A Bayesian hierarchical copula model
• The newsvendor under demand ambiguity: combining data with moment and tail information
• A general framework for Bayes structured linear models
• Gibbs posterior inference on the minimum clinically important difference
• On Rates of Convergence for Posterior Distributions Under Misspecification
• On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification

This page was built for publication: Rates of convergence of posterior distributions.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1848879)