A direct approach to understanding posterior consistency of Bayesian regression problems

DOI10.1080/03610926.2010.498646MaRDI QIDQ3100653zbMATH OpenOpenAlexFDO

Authors Seongbaek Yi, Taeryon Choi

Publication date 18 November 2011

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2010.498646

zbMATH Keywords

nonparametric regressionorthogonalityquadratic formposterior density consistencysample size dependent prior

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian problems; characterization of Bayes procedures (62C10)

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Cites work

• scientific article; zbMATH DE number 3598680 (Why is no real title available?)
• A Useful Convergence Theorem for Probability Distributions
• A converse to Scheffé's theorem
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• Asymptotic normality of posterior distributions in high-dimensional linear models
• Bayesian Inference for Semiparametric Regression Using a Fourier Representation
• Bayesian aspects of some nonparametric problems
• Convergence rates of posterior distributions for non iid observations
• Information-theoretic determination of minimax rates of convergence
• Linear Models in Statistics
• New approaches to Bayesian consistency
• On posterior consistency in nonparametric regression problems
• Posterior consistency of Dirichlet mixtures in density estimation
• Posterior consistency of Gaussian process prior for nonparametric binary regression
• Rates of convergence of posterior distributions.
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques

Cited in

(1)

• Posterior consistency for semi-parametric regression problems

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