Recommendations
Cited in
(only showing first 100 items - show all)- 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
- Conjugate processes: theory and application to risk forecasting
- The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation
- On the asymptotic behavior of the diaconis-freedman chain in a multi-dimensional simplex
- Robust Bayes estimation using the density power divergence
- Dynamic density estimation with diffusive Dirichlet mixtures
- Objective parametric model selection procedures from a Bayesian nonparametric perspective
- Direct and approximately valid probabilistic inference on a class of statistical functionals
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- On divergence measures leading to Jeffreys and other reference priors
- Frequentist consistency of variational Bayes
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
- Projective limit random probabilities on Polish spaces
- Optional Pólya tree and Bayesian inference
- Fundamentals of nonparametric Bayesian inference
- Sufficient conditions for Bayesian consistency
- The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective
- Overall objective priors
- On posterior concentration in misspecified models
- Dirichlet process and its developments: a survey
- Prior processes and their applications. Nonparametric Bayesian estimation
- The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity
- Bayesian parametric inference in a nonparametric framework
- Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
- Bernstein-von Mises theorem for linear functionals of the density
- Isoseparation and robustness in parametric Bayesian inference
- Bayesian nonparametric modeling and the ubiquitous Ewens sampling formula
- Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control
- Construction of credible intervals for nonlinear regression models with unknown error distributions
- Expert information and nonparametric Bayesian inference of rare events
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
- On posterior consistency of survival models
- Convergence rates of posterior distributions for Brownian semimartingale models
- A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control
- Consistency of Bayes estimators without the assumption that the model is correct
- Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums
- Rates of contraction of posterior distributions based on Gaussian process priors
- Applications of Laplace’s method in Bayesian analysis and related topics
- Gibbs and autoregressive Markov processes
- Criteria for posterior consistency and convergence at a rate
- Analytical expression for the integrated squared density partial derivative of a multivariate normal mixture distribution
- About the posterior distribution in hidden Markov models with unknown number of states
- Modern Bayesian asymptotics
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
- Bayesian density regression for discrete outcomes
- A central limit theorem and its applications to multicolor randomly reinforced urns
- A generalization of BIC for the general exponential family
- Stochastic approximation and Newton's estimate of a mixing distribution
- Bayesian nonparametrics for directional statistics
- On posterior consistency of tail index for Bayesian kernel mixture models
- Bayesian definition of random sequences with respect to conditional probabilities
- A study of counts of Bernoulli strings via conditional Poisson processes
- On Bayesian estimation of densities and sampling distributions: The posterior predictive distribution as the Bayes estimator
- Gibbs posterior inference on value-at-risk
- Empirical Bayes methods in classical and Bayesian inference
- Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
- Posterior consistency in conditional density estimation by covariate dependent mixtures
- A partition Dirichlet process model for functional data analysis
- Bayesian nonparametric modeling for functional analysis of variance
- scientific article; zbMATH DE number 7415111 (Why is no real title available?)
- Some issues in nonparametric Bayesian modeling using species sampling models
- Nonparametric Bayesian estimation of a concave distribution function with mixed interval censored data
- A Bayesian robust chi-squared test for testing simple hypotheses
- Weak and TV consistency in Bayesian uncertainty quantification using disintegration
- Bayesian inference of graph-based dependencies from mixed-type data
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
- Nonparametric bayesian inference for dichotomous response models
- The interplay of Bayesian and frequentist analysis
- Asymptotics for posterior hazards
- On selecting a prior for the precision parameter of Dirichlet process mixture models
- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
- Approximation of conditional densities by smooth mixtures of regressions
- The role of beliefs in inference for rational expectations models
- On rates of convergence for posterior distributions in infinite-dimensional models
- Markov jump random c.d.f.'s and their posterior distributions
- Generalized moment theory and Bayesian robustness analysis for hierarchical mixture models
- Posterior consistency for nonparametric hidden Markov models with finite state space
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions
- Processing consistency in non-Bayesian inference
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
- Information criteria for model selection
- Bayesian inference does not lead you astray\dots on average
- Predictive construction of priors in Bayesian nonparametrics
- Robustness to incorrect system models in stochastic control
- Posterior consistency of nonparametric conditional moment restricted models
- Bayesian non-parametric mixtures of GARCH(1,1) models
- A Bayesian nonparametric testing procedure for paired samples
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
- Generalized fiducial inference for binary logistic item response models
- Semiparametric Bayesian circular statistics
- On the validity of the formal Edgeworth expansion for posterior densities
- Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation
- A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions
- A new proof of the stick-breaking representation of Dirichlet processes
- Bayes Classification for Nonstationary Patterns
This page was built for publication: Bayesian nonparametrics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1874271)
