Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
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Cites work
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- Bernstein-von Mises theorem for linear functionals of the density
- Convergence rates of posterior distributions for non iid observations
- Convergence rates of posterior distributions.
- Lower bounds for posterior rates with Gaussian process priors
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- On the consistency of Bayes estimates
- Posterior consistency for some semi-parametric problems
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- Rates of contraction of posterior distributions based on Gaussian process priors
- Rates of convergence of posterior distributions.
- Semi-parametric estimation of shifts
- Semiparametric shift estimation based on the cumulated periodogram for non-regular functions
- The Bernstein-von Mises theorem for the proportional hazard model
- The semiparametric Bernstein-von Mises theorem
- The statistical work of Lucien Le Cam.
- Weak convergence and empirical processes. With applications to statistics
Cited in
(13)- The semiparametric Bernstein-von Mises theorem
- Critical dimension in the semiparametric Bernstein-von Mises theorem
- Bernstein-von Mises theorem for linear functionals of the density
- Finite sample Bernstein-von Mises theorem for semiparametric problems
- Semiparametric Bernstein-von Mises for the error standard deviation
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors
- Nonasymptotic approach to Bayesian semiparametric inference
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
- Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
- Efficient semiparametric estimation and model selection for multidimensional mixtures
- A Bernstein-von Mises theorem for smooth functionals in semiparametric models
- Frequentist consistency of variational Bayes
- Bayesian variance estimation in the Gaussian sequence model with partial information on the means
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