Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors

DOI10.1007/S13171-012-0008-6zbMATH Open1281.62087OpenAlexW4300077042MaRDI QIDQ2392501FDOQ2392501

Ismaël Castillo

Publication date: 1 August 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-012-0008-6

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Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Parametric tolerance and confidence regions (62F25)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Asymptotic Statistics
• Convergence rates of posterior distributions for non iid observations
• On the consistency of Bayes estimates
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• A semiparametric Bernstein-von Mises theorem for Gaussian process priors
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• The semiparametric Bernstein-von Mises theorem
• An analysis of Bayesian inference for nonparametric regression
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• Lower bounds for posterior rates with Gaussian process priors
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• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
• A Bernstein-von Mises theorem for discrete probability distributions
• Asymptotic Normality of Semiparametric and Nonparametric Posterior Distributions
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• Semi-parametric estimation of shifts
• The statistical work of Lucien Le Cam.
• Application of convolution theorems in semiparametric models with non-i. i. d. data
• Posterior consistency for some semi-parametric problems
• Semiparametric shift estimation based on the cumulated periodogram for non-regular functions

Cited In (8)

• Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
• The semiparametric Bernstein-von Mises theorem
• On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
• Efficient semiparametric estimation and model selection for multidimensional mixtures
• Semiparametric Bernstein-von Mises for the error standard deviation
• Bayesian variance estimation in the Gaussian sequence model with partial information on the means
• Frequentist Consistency of Variational Bayes
• A Bernstein-von Mises theorem for smooth functionals in semiparametric models

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