An analysis of Bayesian inference for nonparametric regression
From MaRDI portal
Publication:688394
DOI10.1214/aos/1176349157zbMath0778.62003OpenAlexW1982265941MaRDI QIDQ688394
Publication date: 9 January 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349157
observation modelfrequentist coverage probabilityposterior expectationcontinuous time signal estimation problemGaussian prior distributionhigh order stochastic differential equationposterior probability regions
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Foundations and philosophical topics in statistics (62A01) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes (62M99)
Related Items
Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Ignatiadis and Wager, Finite sample Bernstein-von Mises theorem for semiparametric problems, Confidence balls in Gaussian regression., A Bernstein-von Mises theorem in the nonparametric right-censoring model, Supremum norm posterior contraction and credible sets for nonparametric multivariate regression, Rates and coverage for monotone densities using projection-posterior, Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors, Bayesian quantile regression using random B-spline series prior, Frequentist validity of Bayesian limits, Nonparametric Bernstein-von Mises theorems in Gaussian white noise, Bayesian mode and maximum estimation and accelerated rates of contraction, A Bernstein-von Mises theorem for smooth functionals in semiparametric models, Adaptive Bayesian credible sets in regression with a Gaussian process prior, On accuracy of Gaussian approximation in Bayesian semiparametric problems, On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems, Coverage of credible intervals in Bayesian multivariate isotonic regression, Credible sets in the fixed design model with Brownian motion prior, Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach, Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression, High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior, Empirical Bayes scaling of Gaussian priors in the white noise model, Adaptive Bayesian credible bands in regression with a Gaussian process prior, On the Bernstein-von Mises phenomenon in the Gaussian white noise model, Quasi-Bayesian analysis of nonparametric instrumental variables models, Frasian inference, The Bernstein-von Mises theorem for the proportional hazard model, The semiparametric Bernstein-von Mises theorem, Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors, Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution, Bayesian inverse problems with Gaussian priors, A Bayesian Approach to Non-Parametric Monotone Function Estimation, Critical dimension in the semiparametric Bernstein-von Mises theorem, Empirical Bayes oracle uncertainty quantification for regression, Bernstein-von Mises theorem for linear functionals of the density, On frequentist coverage errors of Bayesian credible sets in moderately high dimensions, Brittleness of Bayesian inference under finite information in a continuous world, Frequentist coverage of adaptive nonparametric Bayesian credible sets, Coverage of credible intervals in nonparametric monotone regression, Bernstein--von Mises Theorems and Uncertainty Quantification for Linear Inverse Problems, Convergence rates for Bayesian estimation and testing in monotone regression, The Bernstein-von Mises theorem in semiparametric competing risks models, Optimal Bayesian smoothing of functional observations over a large graph, Rejoinder: ``Probabilistic integration: a role in statistical computation?, Comment: ``Bayes, oracle Bayes and empirical Bayes, Frequentist Consistency of Variational Bayes, Large sample Bayesian analysis for Geo\(/G/1\) discrete-time queueing models, Bayesian aspects of some nonparametric problems, Rates of convergence of posterior distributions., The Bayesian analysis of complex, high-dimensional models: can it be CODA?, Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets
