On adaptive posterior concentration rates

From MaRDI portal
Publication:888511

DOI10.1214/15-AOS1341zbMath1327.62306arXiv1305.5270MaRDI QIDQ888511

Judith Rousseau, Marc Hoffmann, Johannes Schmidt-Hieber

Publication date: 30 October 2015

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

Full work available at URL: https://arxiv.org/abs/1305.5270




Related Items (31)

Conditions for posterior contraction in the sparse normal means problemSupremum norm posterior contraction and credible sets for nonparametric multivariate regressionPrior distributions for objective Bayesian analysisOptimal Bayesian minimax rates for unconstrained large covariance matricesAdaptive Bayesian density estimation in sup-normOn some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric modelsBernstein-von Mises theorems for functionals of the covariance matrixOptimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression modelBayesian semi-parametric estimation of the long-memory parameter under FEXP-priorsConcentration rate and consistency of the posterior distribution for selected priors under monotonicity constraintsBayesian sparse spiked covariance model with a continuous matrix shrinkage priorPólya tree posterior distributions on densitiesOptimal Bayesian estimation of Gaussian mixtures with growing number of componentsAsymptotic frequentist coverage properties of Bayesian credible sets for sieve priorsConvergence rates of variational posterior distributionsA general framework for Bayes structured linear modelsFano's inequality for random variablesPosterior contraction rates for support boundary recoveryPosterior asymptotics in Wasserstein metrics on the real lineCriteria for posterior consistency and convergence at a rateOn frequentist coverage errors of Bayesian credible sets in moderately high dimensionsBayesian variance estimation in the Gaussian sequence model with partial information on the meansRate exact Bayesian adaptation with modified block priorsOn the exponentially weighted aggregate with the Laplace priorOracle posterior contraction rates under hierarchical priorsPosterior contraction and credible regions for level setsUncertainty quantification for Bayesian CARTSpike and slab Pólya tree posterior densities: adaptive inferenceRates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regressionOptional Pólya trees: posterior rates and uncertainty quantificationDiscussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets



Cites Work


This page was built for publication: On adaptive posterior concentration rates