Rejoinder to discussions of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets

DOI10.1214/15-AOS1270REJMaRDI QIDQ2515486zbMATH OpenOpenAlexFDO

Authors J. H. van Zanten, Botond Szabó, Aad van der Vaart

Publication date 5 August 2015

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1509.01906, https://projecteuclid.org/euclid.aos/1434546211

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20)

Abstract: Rejoinder of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Cites work

• Adaptive empirical Bayesian smoothing splines
• Bayes procedures for adaptive inference in inverse problems for the white noise model
• Bayesian inverse problems with Gaussian priors
• Bayesian inverse problems with non-conjugate priors
• Bayesian recovery of the initial condition for the heat equation
• Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints
• Confidence bands in density estimation
• Credible sets in the fixed design model with Brownian motion prior
• Empirical Bayes scaling of Gaussian priors in the white noise model
• Frequentist coverage of adaptive nonparametric Bayesian credible sets
• Honest Bayesian confidence sets for the \(L^2\)-norm
• On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures
• Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems

Cited in

(3)

• Adaptive Bayesian credible bands in regression with a Gaussian process prior
• Frequentist coverage of adaptive nonparametric Bayesian credible sets
• Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets

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