Oracle convergence rate of posterior under projection prior and Bayesian model selection
DOI10.3103/S1066530710030026zbMATH Open1282.62125OpenAlexW2077971385MaRDI QIDQ2437894FDOQ2437894
Publication date: 10 March 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530710030026
Recommendations
- Lower bound for the oracle projection posterior convergence rate
- Oracle posterior contraction rates under hierarchical priors
- Some simple formulas for posterior convergence rates
- On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
- Oracle-type posterior contraction rates in Bayesian inverse problems
probabilityBayes approachoracle projection posterior rateBayes model selectorfalse selectionposterior-randomized estimator
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Bayesian problems; characterization of Bayes procedures (62C10)
Cites Work
- Gaussian model selection
- Convergence rates of posterior distributions.
- Asymptotic equivalence of nonparametric regression and white noise
- Empirical Bayesian test of the smoothness
- Optimal filtering of square-integrable signals in Gaussian noise
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- Oracle inequalities for inverse problems
- Random rates in anisotropic regression. (With discussion)
- On minimax filtering over ellipsoids
- Ordered linear smoothers
- An oracle approach to adaptive estimation of linear functionals in a Gaussian model
- Learning algorithm for nonparametric filtering
- Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
- On a method of empirical risk minimization
Cited In (10)
- Oracle-type posterior contraction rates in Bayesian inverse problems
- Needles and straw in a haystack: robust confidence for possibly sparse sequences
- Robust oracle estimation and uncertainty quantification for possibly sparse quantiles
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- Local inference by penalization method for biclustering model
- Bayesian linear regression with sparse priors
- Lower bound for the oracle projection posterior convergence rate
- Bayesian optimal adaptive estimation using a sieve prior
- Empirical Bayes analysis of spike and slab posterior distributions
- Adaptive Bayesian Procedures Using Random Series Priors
This page was built for publication: Oracle convergence rate of posterior under projection prior and Bayesian model selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2437894)
