Frequentist validity of Bayesian limits
This article belongs to a series of author's papers on Bayesian statistics, actually a book on ``The frequentist theory of Bayesian statistics is reported to be in preparation for Ch. 8. Springer, Berlin. The investigation here is mainly done around the generalization of Schwartz's Kullback-Leiber (KL) and Ghosal-Ghosh-van der Vaart (GGV) conditions to reach a wider range of frequentist applications of posterior convergence. This is done in the context of Bayesian statistics. All along the paper one continuously refers to similar results in the literature, one compares, generalizes some of the ideas, uses them in proofs or adopts changes. The second section is devoted to Bayesian test sequences, the third to remote contiguity, the fourth to posterior concentration of frequentists and the fifth to frequentist model selection with posteriors. In the sixth section one formulates a result on the relation between a credible set and its associated confidence set. Some conclusions are presented in the seventh section. Additional definitions and conventions are reported to be described in the Supplementary Material, \url{doi:10.1214/20-AOS1952SUPP;.pdf}.
- Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors
- On Priors Providing Frequentist Validity for Bayesian Inference
- scientific article; zbMATH DE number 1069362
- Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- An analysis of Bayesian inference for nonparametric regression
- Approximation dans les espaces m�triques et th�orie de l'estimation
- Asymptotic methods in statistical decision theory
- Asymptotics in statistics: some basic concepts
- Bayesian density regression with logistic Gaussian process and subspace projection
- Bayesian model selection and model averaging
- Confidence bands in density estimation
- Consistent Estimates and Zero-One Sets
- Convergence of estimates under dimensionality restrictions
- Convergence rates of posterior distributions.
- Criteria for posterior consistency and convergence at a rate
- Exact Recovery in the Stochastic Block Model
- Finite-sample confidence envelopes for shape-restricted densities
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Fundamentals of nonparametric Bayesian inference
- Gaussian model selection
- scientific article; zbMATH DE number 3169867 (Why is no real title available?)
- scientific article; zbMATH DE number 4078500 (Why is no real title available?)
- scientific article; zbMATH DE number 49097 (Why is no real title available?)
- scientific article; zbMATH DE number 1064642 (Why is no real title available?)
- scientific article; zbMATH DE number 3426635 (Why is no real title available?)
- scientific article; zbMATH DE number 3063387 (Why is no real title available?)
- New approaches to Bayesian consistency
- On Bayes procedures
- On nonparametric confidence intervals
- On rates of convergence for posterior distributions in infinite-dimensional models
- On the Bernstein-von Mises theorem with infinite-dimensional parameters
- On the preservation of local asymptotic normality under information loss
- On the use of non-local prior densities in Bayesian hypothesis tests
- Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
- Rates of convergence of posterior distributions.
- Statistical learning and selective inference
- Statistics for high-dimensional data. Methods, theory and applications.
- Strong convergence of multivariate maxima
- The consistency of posterior distributions in nonparametric problems
- The interplay of Bayesian and frequentist analysis
- Weak convergence and empirical processes. With applications to statistics
- Frequentist properties of a Bayesian analog to Fabian's bound
- Criteria for posterior consistency and convergence at a rate
- Consistency of Bayesian inference for multivariate max-stable distributions
- scientific article; zbMATH DE number 1194742 (Why is no real title available?)
- Strong convergence of multivariate maxima
- Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Ignatiadis and Wager
- Heavy-Tailed Density Estimation
- Asymptotic uncertainty quantification for communities in sparse planted bi-section models
- Confidence sets in a sparse stochastic block model with two communities of unknown sizes
- Contiguity and remote contiguity of some random graphs
This page was built for publication: Frequentist validity of Bayesian limits
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2656593)
