A semiparametric Bernstein-von Mises theorem for Gaussian process priors

DOI10.1007/S00440-010-0316-5zbMATH Open1232.62054OpenAlexW2014341148MaRDI QIDQ664347FDOQ664347

Authors: Ismaël Castillo 

Publication date: 1 March 2012

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-010-0316-5

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zbMATH Keywords

Cox's proportional hazards modelBayesian non- and semi-parametricsEstimation of the center of symmetry

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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Cited In (43)

• Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors
• The Bernstein-von Mises theorem in semiparametric competing risks models
• Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
• Frequentist consistency of variational Bayes
• The semiparametric Bernstein-von Mises theorem
• Comment: ``Bayes, oracle Bayes and empirical Bayes
• On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
• Adaptive Bayesian inference for current status data on a grid
• Bayesian inverse problems with Gaussian priors
• Finite sample Bernstein-von Mises theorem for semiparametric problems
• Bernstein-von Mises theorem for linear functionals of the density
• Consistency of posterior distributions for heteroscedastic nonparametric regression models
• Efficient semiparametric estimation and model selection for multidimensional mixtures
• Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• Bernstein-von Mises theorems for functionals of the covariance matrix
• Continuous forcing spectrum of regular hexagonal polyhexes
• Bayesian methods for the shape invariant model
• Properties of the posterior distribution of a regression model based on Gaussian random fields
• On the Bernstein-von Mises phenomenon in the Gaussian white noise model
• High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior
• Unified Bayesian theory of sparse linear regression with nuisance parameters
• Semiparametric Bayesian causal inference
• Bayesian multiscale analysis of the Cox model
• Adaptive Bayesian procedures using random series priors
• Nonasymptotic approach to Bayesian semiparametric inference
• Large ball probabilities, Gaussian comparison and anti-concentration
• Multiscale Bayesian survival analysis
• Semiparametric Bernstein-von Mises for the error standard deviation
• Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach
• Bayesian variance estimation in the Gaussian sequence model with partial information on the means
• Complex sampling designs: uniform limit theorems and applications
• Semiparametric Bayesian Inference for Local Extrema of Functions in the Presence of Noise
• Critical dimension in the semiparametric Bernstein-von Mises theorem
• Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
• Nonparametric Bernstein-von Mises theorems in Gaussian white noise
• Curve registration by nonparametric goodness-of-fit testing
• Bayesian semiparametric Wiener system identification
• Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true
• On accuracy of Gaussian approximation in Bayesian semiparametric problems
• The semi-parametric Bernstein-von Mises theorem for regression models with symmetric errors
• Bayesian regression with nonparametric heteroskedasticity
• A Bernstein-von Mises theorem for smooth functionals in semiparametric models

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