Supremum norm posterior contraction and credible sets for nonparametric multivariate regression

DOI10.1214/15-AOS1398zbMath1338.62121arXiv1411.6716OpenAlexW3105065807WikidataQ57431822 ScholiaQ57431822MaRDI QIDQ292877

Subhashis Ghosal, William Weimin Yoo

Publication date: 9 June 2016

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

Full work available at URL: https://arxiv.org/abs/1411.6716

zbMATH Keywords

mixed partial derivativesanisotropic smoothnessnonparametric multivariate regressionsup-norm posterior contractiontensor product B-splines

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (32)

Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Ignatiadis and Wager ⋮ Adaptive Bayesian density estimation in sup-norm ⋮ Two-step Bayesian methods for generalized regression driven by partial differential equations ⋮ Joint non-parametric estimation of mean and auto-covariances for Gaussian processes ⋮ Bayesian quantile regression using random B-spline series prior ⋮ MISE of wavelet estimators for regression derivatives with biased strong mixing data ⋮ Posterior contraction and credible sets for filaments of regression functions ⋮ Bayesian mode and maximum estimation and accelerated rates of contraction ⋮ Optimal rates of convergence for nonparametric regression estimation under anisotropic Hölder condition ⋮ Posterior contraction rates of density derivative estimation ⋮ A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors ⋮ Posterior contraction and testing for multivariate isotonic regression ⋮ Minimax analysis for inverse risk in nonparametric planer invertible regression ⋮ Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models ⋮ Comparing and Weighting Imperfect Models Using D-Probabilities ⋮ Posterior concentration for Bayesian regression trees and forests ⋮ Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors ⋮ Empirical Bayes oracle uncertainty quantification for regression ⋮ On frequentist coverage errors of Bayesian credible sets in moderately high dimensions ⋮ Coverage of credible intervals in nonparametric monotone regression ⋮ Bayesian analysis of mixed-effect regression models driven by ordinary differential equations ⋮ Oracle posterior contraction rates under hierarchical priors ⋮ Posterior contraction and credible regions for level sets ⋮ Convergence rates for Bayesian estimation and testing in monotone regression ⋮ Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models ⋮ Uncertainty quantification for Bayesian CART ⋮ On the inference of applying Gaussian process modeling to a deterministic function ⋮ Optimal Bayesian smoothing of functional observations over a large graph ⋮ Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression ⋮ Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel? ⋮ Optional Pólya trees: posterior rates and uncertainty quantification ⋮ Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric Bernstein-von Mises theorems in Gaussian white noise
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• Anti-concentration and honest, adaptive confidence bands
• On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures
• On Bayesian supremum norm contraction rates
• Bayesian inverse problems with Gaussian priors
• An analysis of Bayesian inference for nonparametric regression
• On adaptive posterior concentration rates
• Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
• Credible sets in the fixed design model with Brownian motion prior
• Optimal rates of convergence for nonparametric estimators
• Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
• Bootstrap confidence bands for regression curves and their derivatives
• On the Bernstein-von Mises theorem with infinite-dimensional parameters
• Adaptive empirical Bayesian smoothing splines
• Local asymptotics for regression splines and confidence regions
• Optimal global rates of convergence for nonparametric regression
• Random rates in anisotropic regression. (With discussion)
• Weak convergence and empirical processes. With applications to statistics
• Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
• Semiparametric Bernstein-von Mises for the error standard deviation
• On the Bernstein-von Mises phenomenon in the Gaussian white noise model
• On some global measures of the deviations of density function estimates
• Confidence bands in density estimation
• Frequentist coverage of adaptive nonparametric Bayesian credible sets
• Adaptive Bayesian Procedures Using Random Series Priors
• Decay Rates for Inverses of Band Matrices
• Bayesian Recovery of the Initial Condition for the Heat Equation
• A practical guide to splines.
• Adaptive Bayesian density regression for high-dimensional data

This page was built for publication: Supremum norm posterior contraction and credible sets for nonparametric multivariate regression