An analysis of Bayesian inference for nonparametric regression

DOI10.1214/AOS/1176349157zbMATH Open0778.62003OpenAlexW1982265941MaRDI QIDQ688394FDOQ688394

Authors: Dennis D. Cox 

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

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zbMATH Keywords

observation modelfrequentist coverage probabilityposterior expectationcontinuous time signal estimation problemGaussian prior distributionhigh order stochastic differential equationposterior probability regions

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes (62M99) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Cited In (64)

• On Brownian motion as a prior for nonparametric regression
• Coverage of credible intervals in Bayesian multivariate isotonic regression
• Construction of credible intervals for nonlinear regression models with unknown error distributions
• High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior
• A Bayesian multilevel time-varying framework for joint modeling of hospitalization and survival in patients on dialysis
• Spatiotemporal multilevel joint modeling of longitudinal and survival outcomes in end-stage kidney disease
• On accuracy of Gaussian approximation in Bayesian semiparametric problems
• Multilevel varying coefficient spatiotemporal model
• The Bayesian analysis of complex, high-dimensional models: can it be CODA?
• The Bernstein-von Mises theorem in semiparametric competing risks models
• Nonparametric Bayesian regression
• Frequentist consistency of variational Bayes
• The semiparametric Bernstein-von Mises theorem
• Comment: ``Bayes, oracle Bayes and empirical Bayes
• Bayesian quantile regression using random B-spline series prior
• Bayesian inverse problems with Gaussian priors
• Empirical Bayes oracle uncertainty quantification for regression
• Finite sample Bernstein-von Mises theorem for semiparametric problems
• Confidence balls in Gaussian regression.
• Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
• Bernstein-von Mises theorem for linear functionals of the density
• A Bernstein-von Mises theorem in the nonparametric right-censoring model
• Bayesian estimation for nonparametric regression
• Large sample behavior in Bayesian analysis of nonlinear regression models
• Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors
• Optimal Bayesian smoothing of functional observations over a large graph
• On frequentist coverage errors of Bayesian credible sets in moderately high dimensions
• Supremum norm posterior contraction and credible sets for nonparametric multivariate regression
• Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
• A Bayesian approach to non-parametric monotone function estimation
• Rates and coverage for monotone densities using projection-posterior
• Bayesian aspects of some nonparametric problems
• Frequentist validity of Bayesian limits
• Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression
• Rates of convergence of posterior distributions.
• Frasian inference
• Empirical Bayes scaling of Gaussian priors in the white noise model
• Credible sets in the fixed design model with Brownian motion prior
• Large sample Bayesian analysis for Geo\(/G/1\) discrete-time queueing models
• Brittleness of Bayesian inference under finite information in a continuous world
• Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Ignatiadis and Wager
• On the Bernstein-von Mises phenomenon in the Gaussian white noise model
• Coverage of credible intervals in nonparametric monotone regression
• Convergence rates for Bayesian estimation and testing in monotone regression
• Quasi-Bayesian analysis of nonparametric instrumental variables models
• Adaptive Bayesian credible sets in regression with a Gaussian process prior
• Bayesian Inference for Semiparametric Regression Using a Fourier Representation
• Frequentist coverage of adaptive nonparametric Bayesian credible sets
• Bayesian mode and maximum estimation and accelerated rates of contraction
• Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach
• Rejoinder: ``Probabilistic integration: a role in statistical computation?
• On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
• Critical dimension in the semiparametric Bernstein-von Mises theorem
• Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets
• Bernstein-von Mises theorems and uncertainty quantification for linear inverse problems
• On Bayesian nonparametric estimation for stochastic processes
• Bayesian inferences on nonlinear functions of the parameters in linear regression
• Gaussian approximation of general non-parametric posterior distributions
• Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
• Nonparametric Bernstein-von Mises theorems in Gaussian white noise
• A Bayesian Approach to Robust Binary Nonparametric Regression
• The Bernstein-von Mises theorem for the proportional hazard model
• Adaptive Bayesian credible bands in regression with a Gaussian process prior
• A Bernstein-von Mises theorem for smooth functionals in semiparametric models

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