scientific article; zbMATH DE number 1522695

MaRDI QIDQ4510963zbMATH OpenFDO

Authors Andrew R. Barron

Publication date 16 December 2001

zbMATH Keywords

asymptotics of posteriorchoice of priorcumulative Kullback-Leibler riskindex of resolvabilitypredictive density estimation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15)

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(29)

• Sufficient conditions for Bayesian consistency
• The maximum likelihood prior
• Jeffreys' prior is asymptotically least favorable under entropy risk
• Mutual information, metric entropy and cumulative relative entropy risk
• A representation theorem and applications to measure selection and noninformative priors
• The interplay of Bayesian and frequentist analysis
• Posterior consistency of Dirichlet mixtures in density estimation
• Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior
• The consistency of posterior distributions in nonparametric problems
• Posterior probabilities: nonmonotonicity, asymptotic rates, log-concavity, and Turán's inequality
• Bayesian shrinkage towards sharp minimaxity
• Bayesian fusion estimation via \(t\) shrinkage
• Rate-optimal posterior contraction for sparse PCA
• Asymptotically minimax Bayes predictive densities
• Suboptimal behavior of Bayes and MDL in classification under misspecification
• Nonsubjective priors via predictive relative entropy regret
• Nearly optimal Bayesian shrinkage for high-dimensional regression
• On prior selection and covariate shift of \(\beta\)-Bayesian prediction under \(\alpha\)-divergence risk
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• Comparing and Weighting Imperfect Models Using D-Probabilities
• On Priors With a Kullback–Leibler Property
• Anytime-Valid Tests of Conditional Independence Under Model-X
• Solomonoff prediction and Occam's razor
• About the non-asymptotic behaviour of Bayes estimators

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