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Cited in
(only showing first 100 items - show all)- Semiparametric Bayesian doubly robust causal estimation
- Alternative posterior consistency results in nonparametric binary regression using Gaussian process priors
- A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression
- Dynamics of Bayesian updating with dependent data and misspecified models
- A stochastic equation for the law of the random Dirichlet variance
- Frequentistic approximations to Bayesian prevision of exchangeable random elements
- Forecasting with a panel Tobit model
- Bayesian Nonparametric Modeling for Multivariate Ordinal Regression
- Asymptotics of Bayesian median loss estimation
- A survey of nonparametric mixing density estimation via the predictive recursion algorithm
- Bayesian test of normality versus a Dirichlet process mixture alternative
- Modeling individual differences using Dirichlet processes
- Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
- Posterior consistency of Dirichlet mixtures for estimating a transition density
- On the approximation accuracy of Gaussian variational inference
- Special issue on Bayesian nonparametrics
- Properties of h‐Likelihood Estimators in Clustered Data
- Bayesian inference for spectral projectors of the covariance matrix
- Quasi-Bayesian analysis of nonparametric instrumental variables models
- Rate of convergence of predictive distributions for dependent data
- Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions
- Posterior analysis for some classes of nonparametric models
- Nonparametric Bayesian inference in applications
- Hypotheses testing and posterior concentration rates for semi-Markov processes
- Covariance estimation via fiducial inference
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
- An information-theoretic approach for the assessment of a continuous outcome as a surrogate for a binary true endpoint based on causal inference: application to vaccine evaluation
- A conversation with Jayaram Sethuraman
- A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Posterior consistency of random effects models for binary data
- Posterior consistency of logistic Gaussian process priors in density estimation
- Bayesian nonparametric survival analysis using mixture of Burr XII distributions
- Connections Between Bernoulli Strings and Random Permutations
- Accelerated parallel non-conjugate sampling for Bayesian non-parametric models
- A probabilistic interpretation of the Macdonald polynomials
- Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach
- 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)
- Bayesian inference in nonparanormal graphical models
- Posterior contraction of the population polytope in finite admixture models
- Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- Bootstrap inference for a class of non-regular estimators
- H‐likelihood Predictive Intervals for Unobservables
- The importance of supply and demand for oil prices: Evidence from non‐Gaussianity
- Reference priors for exponential families with increasing dimension
- scientific article; zbMATH DE number 1738333 (Why is no real title available?)
- An efficient and versatile approach to trust and reputation using hierarchical Bayesian modelling
- scientific article; zbMATH DE number 7626759 (Why is no real title available?)
- Stick-breaking processes, clumping, and Markov chain occupation laws
- Bayesian Estimation and Comparison of Moment Condition Models
- Bayesian regression with heteroscedastic error density and parametric mean function
- Consistency of the posterior distribution and MLE for piecewise linear regression
- Nonparametric localized bandwidth selection for kernel density estimation
- Nonparametric Bayes and empirical Bayes estimation of the population median, with application in finite-population sampling
- Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach
- A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions
- Deviance information criterion for latent variable models and misspecified models
- Superiority of Bayes estimators over the MLE in high dimensional multinomial models and its implication for nonparametric Bayes theory
- Bayesian nonparametric model selection and model testing
- Nonparametric bayes estimates of estimable parameters with a dirichlet invarant process and inveriant u-statistics
- On the normalized maximum likelihood and Bayesian decision theory
- Posterior concentration for a misspecified Bayesian regression model with functional covariates
- Nonparametric Bayesian optimal designs for exponential regression model
- Method G: Uncertainty Quantification for Distributed Data Problems Using Generalized Fiducial Inference
- Linear and quadratic functionals of random hazard rates: An asymptotic analysis
- NML, Bayes and true distributions: a comment on Karabatsos and Walker (2006)
- Subjective elicitation of hyperparameters of a conjugate Dirichlet prior and the corresponding Bayes analysis
- Robustness to approximations and model learning in MDPs and POMDPs
- Bayesian nonparametric inference for quantal response data
- Gaussian approximations for probability measures on \(\mathbb R^d\)
- A note on convergence rates for posterior distributions via large deviations techniques
- The martingale problem method revisited
- Learning under unawareness
- Bayesian testing for nested hypotheses under partial observability
- Computationally tractable approximate and smoothed Polya trees
- Consistency of Bayes estimators of a binary regression function
- Polya tree priors and their estimation with multi-group data
- A review of Bayesian asymptotics in general insurance applications
- Bayesian and variational Bayesian approaches for flows in heterogeneous random media
- Book Review: Probabilistic symmetries and invariance principles
- Regularizing priors for linear inverse problems
- Differential geometry for model independent analysis of images and other non-Euclidean data: recent developments
- Gibbs posterior convergence and the thermodynamic formalism
- Bayesian learning with multiple priors and nonvanishing ambiguity
- Colombian women's life patterns: a multivariate density regression approach
- On a Dirichlet process mixture representation of phase-type distributions
- Distributed computation for marginal likelihood based model choice
- Geometric sensitivity measures for Bayesian nonparametric density estimation models
- Valid inferential models for prediction in supervised learning problems
- Bayesian regression with nonparametric heteroskedasticity
- Nonparametric Empirical Bayes Prediction
- Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
- Imprecise Dirichlet process with application to the hypothesis test on the probability that \(X \leq Y\)
- Bayesian modeling of joint and conditional distributions
- Bayesian ROC curve estimation under binormality using a rank likelihood
- A Bernstein-von Mises theorem for smooth functionals in semiparametric models
- Asymptotic stability of empirical processes and related functionals
- Credibility estimation of distribution functions with applications to experience rating in general insurance
- Convergence properties of sequential Bayesian \(D\)-optimal designs
- The Bernstein-von Mises theorem in semiparametric competing risks models
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