Bayesian nonparametrics
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Publication:1874271
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- The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective
- A new proof of the stick-breaking representation of Dirichlet processes
- Bernstein-von Mises theorem for linear functionals of the density
- Overall objective priors
- On posterior concentration in misspecified models
- A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression
- On posterior consistency of survival models
- A stochastic equation for the law of the random Dirichlet variance
- scientific article; zbMATH DE number 1738333 (Why is no real title available?)
- Regularizing priors for linear inverse problems
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
- Dynamics of Bayesian updating with dependent data and misspecified models
- Approximation of conditional densities by smooth mixtures of regressions
- Bayesian Nonparametric Modeling for Multivariate Ordinal Regression
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- Isoseparation and robustness in parametric Bayesian inference
- Posterior analysis for some classes of nonparametric models
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- Convergence rates of posterior distributions for Brownian semimartingale models
- Prior processes and their applications. Nonparametric Bayesian estimation
- A probabilistic interpretation of the Macdonald polynomials
- Bayesian nonparametric modeling for functional analysis of variance
- Dirichlet process and its developments: a survey
- Posterior consistency of logistic Gaussian process priors in density estimation
- Modeling individual differences using Dirichlet processes
- An efficient and versatile approach to trust and reputation using hierarchical Bayesian modelling
- On rates of convergence for posterior distributions in infinite-dimensional models
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
- Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- Fundamentals of nonparametric Bayesian inference
- Book Review: Probabilistic symmetries and invariance principles
- Consistency of Bayes estimators without the assumption that the model is correct
- Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
- Reference priors for exponential families with increasing dimension
- The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation
- The role of beliefs in inference for rational expectations models
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
- The interplay of Bayesian and frequentist analysis
- Posterior consistency in conditional density estimation by covariate dependent mixtures
- scientific article; zbMATH DE number 7415111 (Why is no real title available?)
- The Bernstein-von Mises theorem in semiparametric competing risks models
- Asymptotics for posterior hazards
- On selecting a prior for the precision parameter of Dirichlet process mixture models
- About the posterior distribution in hidden Markov models with unknown number of states
- On Bayesian estimation of densities and sampling distributions: The posterior predictive distribution as the Bayes estimator
- Bayesian nonparametric model selection and model testing
- A study of counts of Bernoulli strings via conditional Poisson processes
- Generalized fiducial inference for binary logistic item response models
- Some issues in nonparametric Bayesian modeling using species sampling models
- Rates of contraction of posterior distributions based on Gaussian process priors
- Computationally tractable approximate and smoothed Polya trees
- Posterior consistency of Dirichlet mixtures for estimating a transition density
- Posterior contraction of the population polytope in finite admixture models
- A central limit theorem and its applications to multicolor randomly reinforced urns
- Frequentistic approximations to Bayesian prevision of exchangeable random elements
- Rate of convergence of predictive distributions for dependent data
- Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions
- Stochastic approximation and Newton's estimate of a mixing distribution
- Bayesian modeling of joint and conditional distributions
- Predictive construction of priors in Bayesian nonparametrics
- Posterior consistency of nonparametric conditional moment restricted models
- Robust Bayes estimation using the density power divergence
- Dynamic density estimation with diffusive Dirichlet mixtures
- Bayesian non-parametric mixtures of GARCH(1,1) models
- Bayesian learning with multiple priors and nonvanishing ambiguity
- A partition Dirichlet process model for functional data analysis
- A Bernstein-von Mises theorem for smooth functionals in semiparametric models
- Bayesian and variational Bayesian approaches for flows in heterogeneous random media
- Robustness to approximations and model learning in MDPs and POMDPs
- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
- Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
- Bayesian regression with nonparametric heteroskedasticity
- Accelerated parallel non-conjugate sampling for Bayesian non-parametric models
- Linear and quadratic functionals of random hazard rates: An asymptotic analysis
- Alternative posterior consistency results in nonparametric binary regression using Gaussian process priors
- scientific article; zbMATH DE number 218973 (Why is no real title available?)
- Discussion on “Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance,” by Xiaoqiang Cai, Limin Wen, Xianyi Wu, and Xian Zhou, Volume 19(4)
- Convergence properties of sequential Bayesian \(D\)-optimal designs
- Gaussian approximations for probability measures on \(\mathbb R^d\)
- A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control
- Credibility estimation of distribution functions with applications to experience rating in general insurance
- Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions
- The martingale problem method revisited
- Nonparametric bayesian inference for dichotomous response models
- Bayesian nonparametric modeling and the ubiquitous Ewens sampling formula
- H‐likelihood Predictive Intervals for Unobservables
- Asymptotics of Bayesian median loss estimation
- A conversation with Jayaram Sethuraman
- Nonparametric Bayes and empirical Bayes estimation of the population median, with application in finite-population sampling
- A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
- On the validity of the formal Edgeworth expansion for posterior densities
- On the normalized maximum likelihood and Bayesian decision theory
- Gibbs and autoregressive Markov processes
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