Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
From MaRDI portal
(Redirected from Publication:1950889)
Recommendations
- Adaptive priors based on splines with random knots
- Adaptive Bayesian procedures using random series priors
- The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
- Rate exact Bayesian adaptation with modified block priors
- Adaptive Bayesian multivariate density estimation with Dirichlet mixtures
Cites work
- scientific article; zbMATH DE number 5190601 (Why is no real title available?)
- scientific article; zbMATH DE number 51427 (Why is no real title available?)
- A practical guide to splines.
- Adaptive Bayesian density estimation with location-scale mixtures
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- Adaptive nonparametric Bayesian inference using location-scale mixture priors
- Automatic Bayesian Curve Fitting
- Bayesian curve-fitting with free-knot splines
- Bernstein-von Mises theorem for linear functionals of the density
- Consistency of Bernstein Polynomial Posteriors
- Convergence rates for density estimation with Bernstein polynomials.
- Convergence rates for posterior distributions and adaptive estimation
- Convergence rates of posterior distributions for Brownian semimartingale models
- Convergence rates of posterior distributions.
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Large-sample inference for log-spline models
- Nonparametric Bayesian inference for ergodic diffusions
- Nonparametric Bayesian model selection and averaging
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Rates of contraction of posterior distributions based on Gaussian process priors
- Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density
- Rates of convergence of posterior distributions.
- The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
Cited in
(16)- Spline local basis methods for nonparametric density estimation
- Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
- Adaptive priors based on splines with random knots
- Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression
- Adaptive Bayesian density regression for high-dimensional data
- Bayesian adaptation
- Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes
- Adaptive Bayesian procedures using random series priors
- Multivariate Zipper Fractal Functions
- Semiparametric Bernstein-von Mises for the error standard deviation
- Bayesian inference in nonparanormal graphical models
- Posterior contraction rates of density derivative estimation
- Bayesian sieve methods: approximation rates and adaptive posterior contraction rates
- Bayesian sieve method for piece-wise smooth regression
- Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
This page was built for publication: Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1950889)
