DOI10.1017/9781139029834zbMath1376.62004OpenAlexW2736618479MaRDI QIDQ5738922
Aad W. van der Vaart, Subhashis Ghosal
Publication date: 13 June 2017
Full work available at URL: https://doi.org/10.1017/9781139029834
Bayesian nonparametric tests for multivariate locations,
Asymptotic predictive inference with exchangeable data,
Bayesian change point detection for functional data,
Optimal Bayesian minimax rates for unconstrained large covariance matrices,
Rates and coverage for monotone densities using projection-posterior,
Bayesian semiparametric modelling of phase-varying point processes,
Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks,
Consistency of Bayesian inference for multivariate max-stable distributions,
Induction: a logical analysis,
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity,
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models,
An extreme value Bayesian Lasso for the conditional left and right tails,
Nonparametric Bayesian inference in applications,
Exchangeable sequences driven by an absolutely continuous random measure,
Bayesian linear regression for multivariate responses under group sparsity,
Beta-binomial stick-breaking non-parametric prior,
On the inferential implications of decreasing weight structures in mixture models,
A quantitative McDiarmid's inequality for geometrically ergodic Markov chains,
Model-free posterior inference on the area under the receiver operating characteristic curve,
Bayesian nonparametric test for independence between random vectors,
Superiority of Bayes estimators over the MLE in high dimensional multinomial models and its implication for nonparametric Bayes theory,
Bayesian nonparametric priors for hidden Markov random fields,
Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions,
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery,
Concentration of tempered posteriors and of their variational approximations,
Approximation of Bayesian models for time-to-event data,
Pólya tree posterior distributions on densities,
A Bayesian perspective of statistical machine learning for big data,
Adaptive Bayesian credible bands in regression with a Gaussian process prior,
Bayesian classification of multiclass functional data,
Semiparametric Bayesian causal inference,
Discrete mixture representations of parametric distribution families: geometry and statistics,
Bayesian semiparametric ROC surface estimation under verification bias,
Frequentist properties of Bayesian inequality tests,
Bayesian inference in nonparanormal graphical models,
Bayesian linear inverse problems in regularity scales,
Mini-workshop: Deep learning and inverse problems. Abstracts from the mini-workshop held March 4--10, 2018,
Posterior contraction rates for support boundary recovery,
Efficient nonparametric Bayesian inference for \(X\)-ray transforms,
Posterior asymptotics in Wasserstein metrics on the real line,
Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error,
Bayesian estimation of a decreasing density,
Stability of the non-abelian \(X\)-ray transform in dimension \(\ge 3\),
Hypotheses testing and posterior concentration rates for semi-Markov processes,
Nonparametric Bayesian estimation of a concave distribution function with mixed interval censored data,
Estimating high-resolution red sea surface temperature hotspots, using a low-rank semiparametric spatial model,
Empirical Bayes oracle uncertainty quantification for regression,
Criteria for posterior consistency and convergence at a rate,
Model selection in the space of Gaussian models invariant by symmetry,
Weak and TV consistency in Bayesian uncertainty quantification using disintegration,
Bayesian MIDAS penalized regressions: estimation, selection, and prediction,
On frequentist coverage errors of Bayesian credible sets in moderately high dimensions,
Bayesian modeling of the structural connectome for studying Alzheimer's disease,
Multilevel sequential Monte Carlo for Bayesian inverse problems,
A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation,
Multiscale Bayesian Survival Analysis,
Bayesian variance estimation in the Gaussian sequence model with partial information on the means,
On uniform continuity of posterior distributions,
Survival analysis via hierarchically dependent mixture hazards,
Rates of contraction of posterior distributions based on \(p\)-exponential priors,
Relative utility bounds for empirically optimal portfolios,
Bayesian analysis of mixed-effect regression models driven by ordinary differential equations,
A survey of nonparametric mixing density estimation via the predictive recursion algorithm,
Oracle posterior contraction rates under hierarchical priors,
Bayesian inference for high-dimensional decomposable graphs,
On the Bernstein-von Mises theorem for the Dirichlet process,
Posterior contraction and credible regions for level sets,
Time-varying auto-regressive models for count time-series,
Unified Bayesian theory of sparse linear regression with nuisance parameters,
Convergence rates for Bayesian estimation and testing in monotone regression,
Bayesian multivariate quantile regression using dependent Dirichlet process prior,
A review of uncertainty quantification for density estimation,
Variable selection consistency of Gaussian process regression,
Measuring dependence in the Wasserstein distance for Bayesian nonparametric models,
Predictive inference with Fleming-Viot-driven dependent Dirichlet processes,
High dimensional single-index Bayesian modeling of brain atrophy,
Gibbs posterior inference on multivariate quantiles,
Erlang mixture modeling for Poisson process intensities,
Validity, consonant plausibility measures, and Conformal prediction,
Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors,
Uncertainty quantification for Bayesian CART,
Posterior analysis of \(n\) in the binomial \((n,p)\) problem with both parameters unknown -- with applications to quantitative nanoscopy,
A generalization of hierarchical exchangeability on trees to directed acyclic graphs,
On consistent and rate optimal estimation of the missing mass,
Spike and slab Pólya tree posterior densities: adaptive inference,
Beyond the Bakushinkii veto: regularising linear inverse problems without knowing the noise distribution,
Optimal Bayesian smoothing of functional observations over a large graph,
On statistical Calderón problems,
Bayesian non-parametric priors based on random sets,
Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation,
On nested infinite occupancy scheme in random environment,
Convergence of de Finetti's mixing measure in latent structure models for observed exchangeable sequences,
Nonparametric bivariate density estimation for censored lifetimes,
Direct and approximately valid probabilistic inference on a class of statistical functionals,
Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type,
Optional Pólya trees: posterior rates and uncertainty quantification,
Infinite-color randomly reinforced urns with dominant colors,
Adaptive Bayesian inference for current status data on a grid,
Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model,
Gibbs posterior convergence and the thermodynamic formalism,
Approximate filtering via discrete dual processes,
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective,
Conformal Prediction Credibility Intervals,
-Stable convergence of heavy-/light-tailed infinitely wide neural networks,
Bayesian multiscale analysis of the Cox model,
Bayes in action in deep learning and dictionary learning,
Bayesian wavelet de-noising with the caravan prior,
Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Ignatiadis and Wager,
Bayesian Projected Calibration of Computer Models,
Modeling Network Populations via Graph Distances,
Bayesian Inference on Multivariate Medians and Quantiles,
Stability estimate for the broken non-abelian x-ray transform in Minkowski space,
Heavy-Tailed Density Estimation,
Consistency of Bayesian inference with Gaussian process priors for a parabolic inverse problem,
Probabilistic Detection and Estimation of Conic Sections From Noisy Data,
Unnamed Item,
Frequentist validity of Bayesian limits,
On Bayesian consistency for flows observed through a passive scalar,
Mixing conditions of conjugate processes,
Efficient estimation of hydraulic conductivity heterogeneity with non-redundant measurement information,
A Coq formalization of Lebesgue integration of nonnegative functions,
Posterior consistency for the spectral density of non‐Gaussian stationary time series,
Bayesian analysis of nonparanormal graphical models using rank-likelihood,
A general Bayesian bootstrap for censored data based on the beta-Stacy process,
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations,
Generalized Bayes approach to inverse problems with model misspecification,
Smoothing and adaptation of shifted Pólya tree ensembles,
Bayesian non‐parametric spatial prior for traffic crash risk mapping: A case study of Victoria, Australia,
Bayesian mode and maximum estimation and accelerated rates of contraction,
A Bayesian approach to (online) transfer learning: theory and algorithms,
Forecasting with a panel Tobit model,
Two‐group Poisson‐Dirichlet mixtures for multiple testing,
Bayesian Inference for Stationary Points in Gaussian Process Regression Models for Event-Related Potentials Analysis,
Iterate averaging, the Kalman filter, and 3DVAR for linear inverse problems,
Doob's consistency of a non-Bayesian updating process,
Strong maximum a posteriori estimation in Banach spaces with Gaussian priors,
On Bayesian estimation of densities and sampling distributions: The posterior predictive distribution as the Bayes estimator,
Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior,
Comparing weak and strong convergence of density functions,
Bayesian modelling of time-varying conditional heteroscedasticity,
Laplace priors and spatial inhomogeneity in Bayesian inverse problems,
Error control of the numerical posterior with Bayes factors in Bayesian uncertainty quantification,
On a Dirichlet process mixture representation of phase-type distributions,
Bayesian survival tree ensembles with submodel shrinkage,
Functional central limit theorems for stick-breaking priors,
A comparison of learning rate selection methods in generalized Bayesian inference,
Causal inference under mis-specification: adjustment based on the propensity score (with discussion),
Unnamed Item,
User-friendly Introduction to PAC-Bayes Bounds,
The evidence interval and the Bayesian evidence value: On a unified theory for Bayesian hypothesis testing and interval estimation,
A Bayesian nonparametric approach for handling item and examinee heterogeneity in assessment data,
Strong convergence of multivariate maxima,
Stick-breaking processes, clumping, and Markov chain occupation laws,
The confidence density for correlation,
Hamiltonian sequential Monte Carlo with application to consumer choice behavior,
Conditional probability and probability updating,
A statistical approach to estimating adsorption-isotherm parameters in gradient-elution preparative liquid chromatography,
Natural differentiable structures on statistical models and the Fisher metric,
Hölder's inequality and its reverse—A probabilistic point of view,
A Bayesian approach for consistent reconstruction of inclusions,
Hierarchical Dirichlet process and relative entropy,
NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS,
Consistency of mixture models with a prior on the number of components,
Mixture models with decreasing weights,
A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions,
Scalable clustering of segmented trajectories within a continuous time framework: application to maritime traffic data,
Bayesian learning with Wasserstein barycenters,
Construction of jointly distributed random samples drawn from the beta two-parameter process,
Nonparametric Bayesian volatility learning under microstructure noise,
Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation,
Bayesian Nonparametric Common Atoms Regression for Generating Synthetic Controls in Clinical Trials,
Posterior contraction and testing for multivariate isotonic regression,
Lipschitz continuity of probability kernels in the optimal transport framework,
Kernel based Dirichlet sequences,
Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem,
Comparing and Weighting Imperfect Models Using D-Probabilities,
Unnamed Item,
Unnamed Item,
Bayesian ROC curve estimation under binormality using an ordinal category likelihood,
A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting,
Unnamed Item,
Unnamed Item,
On a loss-based prior for the number of components in mixture models,
Stochastic approximations to the Pitman-Yor process,
Bernstein--von Mises Theorems and Uncertainty Quantification for Linear Inverse Problems,
Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach,
A Bayesian nonparametric approach to log-concave density estimation,
Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models,
Contraction properties of shrinkage priors in logistic regression,
Nonparametric estimation of probabilistic sensitivity measures,
Solving inverse problems using data-driven models,
Bayesian discriminant analysis using a high dimensional predictor,
Bayesian inverse problems with partial observations,
Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data,
Comment: ``Bayes, oracle Bayes and empirical Bayes, Frequentist Consistency of Variational Bayes, Data-driven priors and their posterior concentration rates, Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression, Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes, Unnamed Item, Semiparametric Regression with R, Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel?, Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem, Stationarity and Inference in Multistate Promoter Models of Stochastic Gene Expression via Stick-Breaking Measures, On the use of Markovian stick-breaking priors