Pages that link to "Item:Q1582629"

The following pages link to Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. (Q1582629):

Displaying 29 items.

• Finite sample Bernstein-von Mises theorem for semiparametric problems (Q273627) (← links)
• Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
• Nonparametric Bernstein-von Mises theorems in Gaussian white noise (Q385781) (← links)
• Asymptotic expansion of the posterior density in high dimensional generalized linear models (Q406525) (← links)
• The log-linear group-lasso estimator and its asymptotic properties (Q442085) (← links)
• Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
• Critical dimension in profile semiparametric estimation (Q489169) (← links)
• Critical dimension in the semiparametric Bernstein-von Mises theorem (Q492184) (← links)
• Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors (Q661171) (← links)
• Bayesian inverse problems with Gaussian priors (Q661174) (← links)
• A semiparametric Bernstein-von Mises theorem for Gaussian process priors (Q664347) (← links)
• Bernstein-von Mises theorem for linear functionals of the density (Q693733) (← links)
• Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach (Q899548) (← links)
• High dimensional posterior convergence rates for decomposable graphical models (Q902216) (← links)
• Quantile pyramids for Bayesian nonparametrics (Q1002150) (← links)
• A Bernstein-von Mises theorem for discrete probability distributions (Q1951969) (← links)
• Reference priors for exponential families with increasing dimension (Q1952080) (← links)
• Bayesian structure learning in graphical models (Q2018602) (← links)
• Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (Q2128065) (← links)
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
• Bayesian linear regression for multivariate responses under group sparsity (Q2175004) (← links)
• Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery (Q2196227) (← links)
• On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
• Contraction properties of shrinkage priors in logistic regression (Q2301116) (← links)
• On the computational complexity of MCMC-based estimators in large samples (Q2388988) (← links)
• Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors (Q2392501) (← links)
• Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756) (← links)
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
• High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior (Q6189155) (← links)