Consistency of Bayes estimators of a binary regression function
From MaRDI portal
Publication:2500452
DOI10.1214/009053606000000236zbMath1113.62006arXivmath/0412203OpenAlexW3104256261MaRDI QIDQ2500452
Steven P. Lalley, Marc A. Coram
Publication date: 24 August 2006
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0412203
Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01) Nonparametric inference (62G99)
Related Items
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery, Posterior concentration for Bayesian regression trees and forests
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On inconsistent Bayes estimates in the discrete case
- An improved subadditive ergodic theorem
- On inconsistent Bayes estimates of location
- Subadditive ergodic theory
- A limit theorem for partially observed Markov chains
- Nonparametric binary regression: A Bayesian approach
- New approaches to Bayesian consistency
- Modern Bayesian asymptotics
- A simple proof of the Moy-Perez generalization of the Shannon-McMillan theorem
- Convergence rates of posterior distributions.
- Rates of convergence of posterior distributions.
- Stochastic sub-additivity approach to the conditional large deviation principle
- Bayesian nonparametrics
- A multiplicative ergodic theorem and nonpositively curved spaces
- The consistency of posterior distributions in nonparametric problems
- A counterexample to Perez's generalization of the Shannon-McMillan theorem
- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- On Bayes procedures
- Convergence of stochastic processes