Rate exact Bayesian adaptation with modified block priors
From MaRDI portal
(Redirected from Publication:5963524)
Abstract: A novel block prior is proposed for adaptive Bayesian estimation. The prior does not depend on the smoothness of the function or the sample size. It puts sufficient prior mass near the true signal and automatically concentrates on its effective dimension. A rate-optimal posterior contraction is obtained in a general framework, which includes density estimation, white noise model, Gaussian sequence model, Gaussian regression and spectral density estimation.
Recommendations
Cites work
- Adaptive Bayesian density estimation with location-scale mixtures
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- Adaptive Bayesian multivariate density estimation with Dirichlet mixtures
- Adaptive nonparametric Bayesian inference using location-scale mixture priors
- Asymptotic equivalence of density estimation and Gaussian white noise
- Asymptotic equivalence of nonparametric regression and white noise
- Asymptotic equivalence of spectral density estimation and Gaussian white noise
- Asymptotic equivalence theory for nonparametric regression with random design
- Bayesian inference with rescaled Gaussian process priors
- Convergence of estimates under dimensionality restrictions
- Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
- Convergence rates of posterior distributions for non iid observations
- Convergence rates of posterior distributions.
- Nonparametric Bayesian model selection and averaging
- On Bayes procedures
- On adaptive posterior concentration rates
- Posterior concentration rates for infinite dimensional exponential families
- Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density
- Rates of convergence of posterior distributions.
- The consistency of posterior distributions in nonparametric problems
- Thomas Bayes' walk on manifolds
- Uniformly powerful goodness of fit tests
Cited in
(19)- Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model
- Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression
- Convergence rates of variational posterior distributions
- On universal Bayesian adaptation
- A diffusion process perspective on posterior contraction rates for parameters
- Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors
- The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors
- Posterior consistency for the spectral density of non‐Gaussian stationary time series
- Oracle posterior contraction rates under hierarchical priors
- A general framework for Bayes structured linear models
- Heavy-tailed Bayesian nonparametric adaptation
- Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors
- Bayesian adaptation
- Bayesian optimal adaptive estimation using a sieve prior
- Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
- On Bayesian adaptation
- Optimal Bayesian estimation of Gaussian mixtures with growing number of components
- Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
- Data-driven priors and their posterior concentration rates
This page was built for publication: Rate exact Bayesian adaptation with modified block priors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5963524)
