Bayesian estimation in a high dimensional parameter framework

DOI10.1214/14-EJS935zbMATH Open1297.62188MaRDI QIDQ457965FDOQ457965

María D. Ruiz-Medina, Denis Bosq

Publication date: 30 September 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1410181226

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zbMATH Keywords

Bayesian estimationasymptotic relative efficiencyHilbert valued Gaussian random variableHilbert valued Poisson process

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Bayesian problems; characterization of Bayes procedures (62C10)

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Cited In (16)

• High-dimensional Bayesian geostatistics
• High dimensional exponential family estimation via empirical Bayes
• Empirical Bayes Confidence Intervals for Selected Parameters in High-Dimensional Data
• Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation
• Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior
• Fast Bayesian approach for parameter estimation
• Approximating posteriors with high-dimensional nuisance parameters via integrated rotated Gaussian approximation
• Regularized parameter estimation of high dimensional distribution
• Bayesian high-dimensional screening via MCMC
• Strong replica symmetry in high-dimensional optimal Bayesian inference
• Parameter estimation in high dimensional Gaussian distributions
• Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors
• Bayesian estimation of multidimensional latent variables and its asymptotic accuracy
• Log-Gaussian Cox processes in infinite-dimensional spaces
• Spatial Cox processes in an infinite-dimensional framework
• Estimating functions in the Bayesian paradigm

Uses Software

• fda (R)
• BayesX

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