Limiting Behavior of Posterior Distributions when the Model is Incorrect

Cited In (only showing first 100 items - show all)

Resampling \(U\)-statistics using \(p\)-stable laws
Bayesian inference with misspecified models
Subgraph counts in random graphs using incomplete U-statistics methods
Almost sure representations of weightedU-statistics with applications
On the normality a posteriori for exponential distributions, using the Bayesian estimation
Asymptotically optimal sequential estimation of regular functionals of several distributions based on generalized U-statistics
Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator
Renewal theory for asymmetric \(U\)-statistics
A life-cycle model with ambiguous survival beliefs
Evaluating fit in functional data analysis using model embeddings
Properties and convergence of a posteriori probabilities in classification problems
Temporal aggregation of lognormal AR processes
Convergencia del vector de probabilidad a posteriori bajo una distribucion predictiva
Dynamic misspecification in nonparametric cointegrating regression
On posterior concentration in misspecified models
Dependence of Bayesian model selection criteria and Fisher information matrix on sample size
Consistency of minimum contrast estimators in non-standard cases
Informational herding with model misspecification
Consistency of Bayes estimators without the assumption that the model is correct
\(U\)-statistics in Banach spaces
The central limit theorem for backwards martingales
Objective prior for the number of degrees of freedom of a \(t\) distribution
Maximum likelihood principle and model selection when the true model is unspecified
On a loss-based prior for the number of components in mixture models
Copula modelling with penalized complexity priors: the bivariate case
Bayesian convergence and the fair-balance paradox
Asymptotic behavior of Bayes estimates under possibly incorrect models
Misspecification in infinite-dimensional Bayesian statistics
Semiparametric inference with kernel likelihood
Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations
Objective Bayesian analysis of the Yule-Simon distribution with applications
Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes
A remark on strong law of large numbers for weighted \(U\)-statistics
Asymptotic behavior of posterior distributions for random processes under incorrect models
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
Brittleness of Bayesian inference under finite information in a continuous world
Momentum and reversal in financial markets with persistent heterogeneity
On \(L^p\)-convergence of \(U\)-statistics
Dynamics of Bayesian updating with dependent data and misspecified models
The Bernstein-von Mises theorem under misspecification
A Bayesian predictive approach to model selection.
Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula
On the brittleness of Bayesian inference
Asymptotic properties of posterior distributions derived from misspecified models
\(U\)-statistic with side information
The indirect method: inference based on intermediate statistics -- a synthesis and examples
The strong law of \(U\)-statistics with \(\varphi\)-mixing samples
Multistage bandit problems
Estimator of a change point in single index models
Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation
Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations
An Objective Bayesian Criterion to Determine Model Prior Probabilities
The dynamic power law model
A note on invariance principles for v. Mises' statistics
A conversation with Pranab Kumar Sen
Maximal inequalities and convergence results for generalized U- statistics
Qualitative Robustness in Bayesian Inference
An asymptotic result with respect to predictive distributions
Bayesian nonparametric model selection and model testing
A Nonparametric Sequential Point Estimator
On conditional optimality of a class of learning automata in random environments
Calibrated Bayes factors for model comparison
Bayesian model averaging for multivariate extremes
On the mathematics of the Jeffreys–Lindley paradox
U-statistics with conditional kernels for incomplete data models
Asymptotic theory of U-statistics
Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
Bayesian learning with multiple priors and nonvanishing ambiguity
Sparsistency and agnostic inference in sparse PCA
Parsimonious estimation of multiplicative interaction in analysis of variance using Kullback-Leibler information
When does ambiguity fade away?
Anchored Bayesian Gaussian mixture models
Particle Learning for Fat-Tailed Distributions
New Versions of Some Classical Stochastic Inequalities
Loss-based approach to two-piece location-scale distributions with applications to dependent data
Inattention and belief polarization
A Bayesian approach to selecting hyperelastic constitutive models of soft tissue
Prequential analysis of complex data with adaptive model reselection
Price probabilities: a class of Bayesian and non-Bayesian prediction rules
Asymptotic normality with small relative errors of posterior probabilities of half-spaces
A loss-based prior for variable selection in linear regression methods
Asymptotic for the cumulative distribution function of the degrees and homomorphism densities for random graphs sampled from a graphon
A non-linear forecast combination procedure for binary outcomes
Prior elicitation in the classification problem
Pathwise concentration bounds for Bayesian beliefs
Model Uncertainty Quantification in Cox Regression
Biased learning under ambiguous information
New maximal inequalities for reverse demimartingales and reverse demisubmartingales
Learning from ambiguous and misspecified models
Which misspecifications persist?
A comparison of learning rate selection methods in generalized Bayesian inference
Bayesian loss-based approach to change point analysis
A Bayesian ``sandwich for variance estimation
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem
General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
The law of the large numbers for \(U\)-statistics for \(2m\)-wise independent random variables
Asymptotic behavior of Bayesian learners with misspecified models
Some invariance principles for rank statistics for testing independence
Strategically biased learning in market interactions
Convergence rate of Markov chain methods for genomic motif discovery

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