Nonparametric Bayesian model selection and averaging
From MaRDI portal
Publication:2426825
DOI10.1214/07-EJS090zbMath1135.62028arXiv0802.0069OpenAlexW2951672309MaRDI QIDQ2426825
Jüri Lember, Subhashis Ghosal, Aad W. van der Vaart
Publication date: 14 May 2008
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0802.0069
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
Related Items
Two-sample Bayesian nonparametric hypothesis testing, Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth, An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys, On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models, Adaptive Bayesian Procedures Using Random Series Priors, Unnamed Item, Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression, On asymptotic properties of Bayesian partially linear models, Adaptive nonparametric Bayesian inference using location-scale mixture priors, The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions, Lower bound for the oracle projection posterior convergence rate, Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes, Bayesian adaptation, A note on Bayes factor consistency in partial linear models, Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation, The no-free-lunch theorems of supervised learning, Adaptive variational Bayes: optimality, computation and applications, Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors, Empirical Bayes scaling of Gaussian priors in the white noise model, On adaptive Bayesian inference, Posterior convergence and model estimation in Bayesian change-point problems, Nonparametric Bayes classification and hypothesis testing on manifolds, Anisotropic function estimation using multi-bandwidth Gaussian processes, Bayesian linear inverse problems in regularity scales, Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma, Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions, Power analysis and type I and type II error rates of Bayesian nonparametric two-sample tests for location-shifts based on the Bayes factor under Cauchy priors, Bayesian Analysis of the Proportional Hazards Model with Time‐Varying Coefficients, On posterior distribution of Bayesian wavelet thresholding, Nonparametric Bayesian inference for ergodic diffusions, Rate exact Bayesian adaptation with modified block priors, Oracle posterior contraction rates under hierarchical priors, A note on the Bayes factor in a semiparametric regression model, Variable selection consistency of Gaussian process regression, Bayesian Optimal Adaptive Estimation Using a Sieve Prior, Some simple formulas for posterior convergence rates, Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models, Bayesian regression with nonparametric heteroskedasticity, A Short Note on Almost Sure Convergence of Bayes Factors in the General Set-Up, Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation, Extended Bernstein prior via reinforced urn processes
Cites Work
- Unnamed Item
- Large-sample inference for log-spline models
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Convergence rates of posterior distributions for non iid observations
- The dimensionality reduction principle for generalized additive models
- Asymptotic methods in statistical decision theory
- Estimating the dimension of a model
- On Bayesian adaptation
- A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- On the Bernstein-von Mises theorem with infinite-dimensional parameters
- Convergence rates of posterior distributions.
- Bayesian aspects of some nonparametric problems
- Convergence rates for density estimation with Bernstein polynomials.
- Convergence rates for posterior distributions and adaptive estimation
- Weak convergence and empirical processes. With applications to statistics
- Misspecification in infinite-dimensional Bayesian statistics
- Convergence of estimates under dimensionality restrictions
- Bayesian density estimation using bernstein polynomials
- Consistency of Bernstein Polynomial Posteriors
- [https://portal.mardi4nfdi.de/wiki/Publication:4743580 Approximation dans les espaces m�triques et th�orie de l'estimation]
- Bayesian and Conditional Frequentist Testing of a Parametric Model Versus Nonparametric Alternatives
- On universal Bayesian adaptation
- On Priors With a Kullback–Leibler Property
- A practical guide to splines.