Bayesian mode and maximum estimation and accelerated rates of contraction
From MaRDI portal
Publication:2419679
DOI10.3150/18-BEJ1056zbMath1466.62305arXiv1608.03913MaRDI QIDQ2419679
William Weimin Yoo, Subhashis Ghosal
Publication date: 14 June 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.03913
maximum value; nonparametric regression; sequential; posterior contraction; mode; two-stage; anisotropic Hölder space; credible set; tensor-product B-splines
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
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Posterior contraction and credible sets for filaments of regression functions, Bayesian mode and maximum estimation and accelerated rates of contraction
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