Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors
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Publication:893967
DOI10.1016/j.spl.2015.04.012zbMath1328.62178arXiv1505.06794OpenAlexW2009338617MaRDI QIDQ893967
Anirban Bhattacharya, Debdeep Pati
Publication date: 23 November 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.06794
Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)
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