Adaptive Bernstein-von Mises theorems in Gaussian white noise
From MaRDI portal
Publication:682292
DOI10.1214/16-AOS1533zbMath1384.62158arXiv1407.3397MaRDI QIDQ682292
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
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Nonparametric tolerance and confidence regions (62G15)
Related Items
Learning the smoothness of noisy curves with application to online curve estimation, Posterior contraction and credible sets for filaments of regression functions, On adaptive confidence sets for the Wasserstein distances, Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions, On some information-theoretic aspects of non-linear statistical inverse problems, Bayesian multiscale analysis of the Cox model, Variational Bayes for High-Dimensional Linear Regression With Sparse Priors, Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors, Multiscale scanning in inverse problems, Empirical Bayes oracle uncertainty quantification for regression, On frequentist coverage errors of Bayesian credible sets in moderately high dimensions, Coverage of credible intervals in nonparametric monotone regression, On the Bernstein-von Mises theorem for the Dirichlet process, Posterior contraction and credible regions for level sets, A review of uncertainty quantification for density estimation, Variable selection consistency of Gaussian process regression, Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors, Uncertainty quantification for Bayesian CART, Spike and slab Pólya tree posterior densities: adaptive inference, Comment: ``Bayes, oracle Bayes and empirical Bayes, Frequentist Consistency of Variational Bayes, Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes, Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation, Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel?, Optional Pólya trees: posterior rates and uncertainty quantification