About the non-asymptotic behaviour of Bayes estimators

DOI10.1016/j.jspi.2014.07.009zbMath1394.62024arXiv1402.3695OpenAlexW2077239991MaRDI QIDQ899538

Lucien Birgé

Publication date: 29 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.3695

zbMATH Keywords

Bayes estimationconcentration of posterior distributionsrisk of Bayes estimators

Mathematics Subject Classification ID

Density estimation (62G07) Bayesian inference (62F15)

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Cites Work

• Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
• Asymptotic methods in statistical decision theory
• On Bayesian adaptation
• Convergence rates of posterior distributions.
• Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
• Convergence of estimates under dimensionality restrictions
• [https://portal.mardi4nfdi.de/wiki/Publication:4743580 Approximation dans les espaces m�triques et th�orie de l'estimation]
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