A semiparametric Bernstein-von Mises theorem for Gaussian process priors
From MaRDI portal
(Redirected from Publication:664347)
Recommendations
- Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
- A Bernstein-von Mises theorem for smooth functionals in semiparametric models
- The semiparametric Bernstein-von Mises theorem
- Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
- The semi-parametric Bernstein-von Mises theorem for regression models with symmetric errors
Cites work
- scientific article; zbMATH DE number 3911491 (Why is no real title available?)
- scientific article; zbMATH DE number 3733065 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- A Bernstein-von Mises theorem in the nonparametric right-censoring model
- Application of convolution theorems in semiparametric models with non-i. i. d. data
- Asymptotic Normality of Semiparametric and Nonparametric Posterior Distributions
- Asymptotic Statistics
- Asymptotic methods in statistical decision theory
- Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
- Asymptotics in statistics: some basic concepts
- Convergence rates of posterior distributions for non iid observations
- Convergence rates of posterior distributions.
- Gaussian processes for machine learning.
- Lower bounds for posterior rates with Gaussian process priors
- Metric entropy and the small ball problem for Gaussian measures
- On Bayes procedures
- On the Bernstein-von Mises theorem with infinite-dimensional parameters
- On the consistency of Bayes estimates
- Penalized maximum likelihood and semiparametric second-order efficiency
- Posterior convergence rates of Dirichlet mixtures at smooth densities
- Rates of contraction of posterior distributions based on Gaussian process priors
- Rates of convergence of posterior distributions.
- Semi-parametric second-order efficient estimation of the period of a signal
- The Bernstein-von Mises theorem for the proportional hazard model
- The Brunn-Minkowski inequality in Gauss space
- The consistency of posterior distributions in nonparametric problems
- The statistical work of Lucien Le Cam.
- Weak convergence and empirical processes. With applications to statistics
Cited in
(43)- The semiparametric Bernstein-von Mises theorem
- Critical dimension in the semiparametric Bernstein-von Mises theorem
- Continuous forcing spectrum of regular hexagonal polyhexes
- Bernstein-von Mises theorem for linear functionals of the density
- Finite sample Bernstein-von Mises theorem for semiparametric problems
- Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors
- Unified Bayesian theory of sparse linear regression with nuisance parameters
- Comment: ``Bayes, oracle Bayes and empirical Bayes
- The semi-parametric Bernstein-von Mises theorem for regression models with symmetric errors
- Curve registration by nonparametric goodness-of-fit testing
- On the Bernstein-von Mises phenomenon in the Gaussian white noise model
- Semiparametric Bernstein-von Mises for the error standard deviation
- Bayesian multiscale analysis of the Cox model
- Bayesian semiparametric Wiener system identification
- Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise
- Adaptive Bayesian inference for current status data on a grid
- Bayesian inverse problems with Gaussian priors
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Adaptive Bayesian procedures using random series priors
- Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
- Nonasymptotic approach to Bayesian semiparametric inference
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
- Semiparametric Bayesian causal inference
- Bernstein-von Mises theorems for functionals of the covariance matrix
- The Bernstein-von Mises theorem in semiparametric competing risks models
- Semiparametric Bayesian Inference for Local Extrema of Functions in the Presence of Noise
- Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
- Efficient semiparametric estimation and model selection for multidimensional mixtures
- Large ball probabilities, Gaussian comparison and anti-concentration
- A Bernstein-von Mises theorem for smooth functionals in semiparametric models
- Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true
- Consistency of posterior distributions for heteroscedastic nonparametric regression models
- On accuracy of Gaussian approximation in Bayesian semiparametric problems
- Frequentist consistency of variational Bayes
- High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior
- Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
- Bayesian methods for the shape invariant model
- Multiscale Bayesian survival analysis
- Bayesian regression with nonparametric heteroskedasticity
- Bayesian variance estimation in the Gaussian sequence model with partial information on the means
- Complex sampling designs: uniform limit theorems and applications
- Properties of the posterior distribution of a regression model based on Gaussian random fields
This page was built for publication: A semiparametric Bernstein-von Mises theorem for Gaussian process priors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q664347)
