Adaptive Bernstein-von Mises theorems in Gaussian white noise

DOI10.1214/16-AOS1533zbMath1384.62158arXiv1407.3397MaRDI QIDQ682292

Kolyan Ray

Publication date: 14 February 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.3397

zbMATH Keywords

adaptation; Bayesian inference; confidence set; posterior asymptotics; credible set

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62F15: Bayesian inference

62G15: Nonparametric tolerance and confidence regions

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