The following pages link to J. H. van Zanten (Q188400):
Displaying 17 items.
- Bayes procedures for adaptive inference in inverse problems for the white noise model (Q267016) (← links)
- Adaptive nonparametric Bayesian inference using location-scale mixture priors (Q620549) (← links)
- Bayesian inverse problems with Gaussian priors (Q661174) (← links)
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth (Q834358) (← links)
- Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
- Rates of contraction of posterior distributions based on Gaussian process priors (Q930663) (← links)
- On Bernstein-type inequalities for martingales. (Q1888750) (← links)
- Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs (Q1933603) (← links)
- Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors (Q1950889) (← links)
- Empirical Bayes scaling of Gaussian priors in the white noise model (Q1951145) (← links)
- Frequentist coverage of adaptive nonparametric Bayesian credible sets (Q2515484) (← links)
- Rejoinder to discussions of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets'' (Q2515486) (← links)
- Small Deviations of Smooth Stationary Gaussian Processes (Q3556753) (← links)
- Some aspects of modeling and statistical inference for financial models (Q4407090) (← links)
- A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models (Q4781090) (← links)
- Bayesian Recovery of the Initial Condition for the Heat Equation (Q4929189) (← links)
- On the uniform convergence of the empirical density of an ergodic diffusion (Q5937004) (← links)
