Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors
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Publication:2215729
DOI10.1214/19-AOS1881zbMath1471.62350arXiv1609.05067MaRDI QIDQ2215729
Publication date: 14 December 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.05067
classificationempirical Bayesdensity estimationnonparametric regressionadaptationcoveragehierarchical Bayesuncertainty quantificationsieve priorposterior contraction rates
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)
Related Items (9)
Joint non-parametric estimation of mean and auto-covariances for Gaussian processes ⋮ On adaptive confidence sets for the Wasserstein distances ⋮ Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression ⋮ Distributed function estimation: adaptation using minimal communication ⋮ Spike and slab empirical Bayes sparse credible sets ⋮ Needles and straw in a haystack: robust confidence for possibly sparse sequences ⋮ Oracle posterior contraction rates under hierarchical priors ⋮ A review of uncertainty quantification for density estimation ⋮ Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel?
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