Posterior contraction and credible sets for filaments of regression functions
From MaRDI portal
Publication:2180076
DOI10.1214/20-EJS1705zbMath1439.62104arXiv1803.03898MaRDI QIDQ2180076
Publication date: 13 May 2020
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.03898
Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Seismology (including tsunami modeling), earthquakes (86A15) Applications of statistics to physics (62P35)
Related Items (max. 100)
Asymptotic confidence regions for density ridges ⋮ Posterior contraction and credible regions for level sets
Cites Work
- Unnamed Item
- Unnamed Item
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression
- Theoretical analysis of nonparametric filament estimation
- Confidence regions for level sets
- Gronwall, Bellman and Pachpatte type integral inequalities with applications
- Manifold estimation and singular deconvolution under Hausdorff loss
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Nonparametric ridge estimation
- Anti-concentration and honest, adaptive confidence bands
- On Bayesian supremum norm contraction rates
- Bayesian inverse problems with Gaussian priors
- Adaptive Bernstein-von Mises theorems in Gaussian white noise
- Asymptotic theory for density ridges
- A practical guide to splines
- Ridges in image and data analysis
- Nonparametric estimation of the location of a maximum in a response surface.
- Bootstrap confidence bands for regression curves and their derivatives
- Uncertainty quantification for the horseshoe (with discussion)
- Least squares estimators of the mode of a unimodal regression function
- Weak convergence and empirical processes. With applications to statistics
- Empirical Bayes oracle uncertainty quantification for regression
- On coverage and local radial rates of credible sets
- Needles and straw in a haystack: robust confidence for possibly sparse sequences
- Confidence bands in density estimation
- Asymptotic normality of plug-in level set estimates
- Bayesian mode and maximum estimation and accelerated rates of contraction
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Integral curves of noisy vector fields and statistical problems in diffusion tensor imaging: nonparametric kernel estimation and hypotheses testing
- Adaptive multiscale detection of filamentary structures in a background of uniform random points
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Confidence Regions for Means of Random Sets Using Oriented Distance Functions
- Inference on sets in finance
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
This page was built for publication: Posterior contraction and credible sets for filaments of regression functions
