On Bayes procedures
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Cites work
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Cited in
(only showing first 100 items - show all)- Asymptotic properties of posterior distributions
- Bayesian estimation of Huff curves
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
- Bayesian inference with misspecified models
- Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
- Convergence properties of sequential Bayesian \(D\)-optimal designs
- Bayesian learning with Wasserstein barycenters
- Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
- The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation
- The semiparametric Bernstein-von Mises theorem
- Generalized Bayes approach to inverse problems with model misspecification
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- Bayesian frequentist hybrid inference
- Bayesian Smoothing of Photon-Limited Images with Applications in Astronomy
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Approximate Bayesian computation using asymptotically normal point estimates
- Convergence rates of variational posterior distributions
- On strong Hellinger consistency of posterior distributions
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
- Optional Pólya tree and Bayesian inference
- Convergence rates of nonparametric posterior distributions
- Asymptotic Theory of Information-Theoretic Experimental Design
- Pólya tree posterior distributions on densities
- Bayesian quantile regression using random B-spline series prior
- Sufficient conditions for Bayesian consistency
- On Bayesian consistency for flows observed through a passive scalar
- Fixed-Domain Posterior Contraction Rates for Spatial Gaussian Process Model with Nugget
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- Identification and estimation in quantile varying-coefficient models with unknown link function
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- Convergence rates for posterior distributions and adaptive estimation
- The dynamics of efficient asset trading with heterogeneous beliefs
- Posterior asymptotics in Wasserstein metrics on the real line
- Heavy-Tailed Density Estimation
- Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
- Nonparametric Bayes classification and hypothesis testing on manifolds
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- On asymptotic optimality of bayes empirical bayes estimators
- Bayesian nonparametric regression with varying residual density
- Bayesian nonparametric location-scale-shape mixtures
- Convergence rates for density estimation with Bernstein polynomials.
- On posterior consistency of survival models
- Consistency of posterior distributions for heteroscedastic nonparametric regression models
- Consistency of Bayes estimators without the assumption that the model is correct
- A Bernstein-von Mises theorem in the nonparametric right-censoring model
- The exponential rates of convergence of posterior distributions
- Criteria for posterior consistency and convergence at a rate
- Qualitative robustness in Bayesian inference
- Approximate Bayesian computation via classification
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- On posterior consistency in nonparametric regression problems
- An inverse of Sanov's theorem
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- Modern Bayesian asymptotics
- Robust sparse Bayesian infinite factor models
- Posterior contraction rates for stochastic block models
- Bayesian density regression for discrete outcomes
- On adaptive posterior concentration rates
- Extending Doob's consistency theorem to nonparametric densities
- Sup-Hellinger consistency for local density regression
- Rate exact Bayesian adaptation with modified block priors
- On posterior consistency of tail index for Bayesian kernel mixture models
- Bayesian definition of random sequences with respect to conditional probabilities
- Bayesian Factor Analysis for Inference on Interactions
- Comparing and Weighting Imperfect Models Using D-Probabilities
- Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
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- A Bayesian approach to non-parametric monotone function estimation
- On uniform consistency of nonparametric tests. I
- Rates and coverage for monotone densities using projection-posterior
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- Bayesian consistency with the supremum metric
- Asymptotic limit of the Bayes actions set derived from a class of loss functions
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
- Posterior consistency for the spectral density of non‐Gaussian stationary time series
- Asymptotics for posterior hazards
- Quantile index coefficient model with variable selection
- The role of beliefs in inference for rational expectations models
- Asymptotics in Bayesian decision theory with applications to global robustness
- A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.
- Misspecification in infinite-dimensional Bayesian statistics
- Posterior consistency of Dirichlet mixtures in density estimation
- Frequentist validity of Bayesian limits
- Rates of convergence of posterior distributions.
- The asymptotic equivalence of Bayes and maximum likelihood estimation
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
- Posterior rates of convergence for Dirichlet mixtures of exponential power densities
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
- ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
- Comparing weak and strong convergence of density functions
- Asymptotic inference for stochastic processes
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