Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
DOI10.1214/12-EJS735zbMATH Open1295.62007MaRDI QIDQ1950889FDOQ1950889
Authors: R. de Jonge, J. H. van Zanten 
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1351603386
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Cites Work
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- Automatic Bayesian Curve Fitting
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
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- The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
- Convergence rates for density estimation with Bernstein polynomials.
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- Convergence rates for posterior distributions and adaptive estimation
- Nonparametric Bayesian inference for ergodic diffusions
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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
- Multivariate Zipper Fractal Functions
- Adaptive Bayesian procedures using random series priors
- 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
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