Bayesian nonparametrics
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Publication:1874271
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(only showing first 100 items - show all)- 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
- Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach
- Gibbs posterior convergence and the thermodynamic formalism
- Nonparametric localized bandwidth selection for kernel density estimation
- Empirical Bayes methods in classical and Bayesian inference
- Conjugate processes: theory and application to risk forecasting
- Bayesian inference for spectral projectors of the covariance matrix
- Nonparametric bayes estimates of estimable parameters with a dirichlet invarant process and inveriant u-statistics
- Markov jump random c.d.f.'s and their posterior distributions
- Generalized moment theory and Bayesian robustness analysis for hierarchical mixture models
- NML, Bayes and true distributions: a comment on Karabatsos and Walker (2006)
- Special issue on Bayesian nonparametrics
- The importance of supply and demand for oil prices: Evidence from non‐Gaussianity
- Posterior consistency for nonparametric hidden Markov models with finite state space
- Connections Between Bernoulli Strings and Random Permutations
- Asymptotic stability of empirical processes and related functionals
- Bayesian Estimation and Comparison of Moment Condition Models
- Modern Bayesian asymptotics
- Bayesian parametric inference in a nonparametric framework
- Semiparametric Bayesian circular statistics
- A review of Bayesian asymptotics in general insurance applications
- Bayesian inference in nonparanormal graphical models
- On divergence measures leading to Jeffreys and other reference priors
- Sufficient conditions for Bayesian consistency
- Bayesian nonparametric inference for quantal response data
- A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
- Bayesian ROC curve estimation under binormality using a rank likelihood
- Nonparametric Bayesian inference in applications
- Objective parametric model selection procedures from a Bayesian nonparametric perspective
- Bootstrap inference for a class of non-regular estimators
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
- Subjective elicitation of hyperparameters of a conjugate Dirichlet prior and the corresponding Bayes analysis
- Robustness to incorrect system models in stochastic control
- Expert information and nonparametric Bayesian inference of rare events
- A generalization of BIC for the general exponential family
- A note on convergence rates for posterior distributions via large deviations techniques
- Projective limit random probabilities on Polish spaces
- 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
- Optional Pólya tree and Bayesian inference
- 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?)
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