Pages that link to "Item:Q3617422"
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The following pages link to Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh (Q3617422):
Displayed 50 items.
- On asymptotic properties of Bayesian partially linear models (Q395922) (← links)
- A random map implementation of implicit filters (Q423027) (← links)
- Sharp support recovery from noisy random measurements by \(\ell_1\)-minimization (Q427066) (← links)
- Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields (Q513769) (← links)
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior (Q528060) (← links)
- Fully Bayesian analysis of the relevance vector machine with an extended hierarchical prior structure (Q537468) (← links)
- Lower bound for the oracle projection posterior convergence rate (Q624990) (← links)
- Posterior convergence for Bayesian functional linear regression (Q739583) (← links)
- Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging (Q842906) (← links)
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling (Q899361) (← links)
- Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods (Q974507) (← links)
- Bootstrap confidence regions for the planar mean shape (Q988934) (← links)
- Sufficient conditions for Bayesian consistency (Q1015897) (← links)
- A nonparametric approach to 3D shape analysis from digital camera images. I. (Q1041060) (← links)
- LOL selection in high dimension (Q1621355) (← links)
- A review of Bayesian asymptotics in general insurance applications (Q1707556) (← links)
- A method for high-dimensional smoothing (Q1726162) (← links)
- Additive time-dependent hazard model with doubly truncated data (Q1740306) (← links)
- Importance sampling: intrinsic dimension and computational cost (Q1750255) (← links)
- Connecting pairwise geodesic spheres by depth: DCOPS (Q1755114) (← links)
- Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (Q2031007) (← links)
- Rates of contraction of posterior distributions based on \(p\)-exponential priors (Q2040080) (← links)
- Generalized fiducial inference on the mean of zero-inflated Poisson and Poisson hurdle models (Q2040913) (← links)
- On the Bernstein-von Mises theorem for the Dirichlet process (Q2044376) (← links)
- Variable selection consistency of Gaussian process regression (Q2054515) (← links)
- On a class of objective priors from scoring rules (with discussion) (Q2057364) (← links)
- Bayesian ODE solvers: the maximum a posteriori estimate (Q2058726) (← links)
- Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters (Q2123799) (← links)
- Solving and learning nonlinear PDEs with Gaussian processes (Q2133484) (← links)
- Hanson-Wright inequality in Hilbert spaces with application to \(K\)-means clustering for non-Euclidean data (Q2214261) (← links)
- A general framework for Bayes structured linear models (Q2215762) (← links)
- Semiparametric Bayesian causal inference (Q2215769) (← links)
- Predictive probability matching priors for a certain non-regular model (Q2244434) (← links)
- Bayesian and likelihood-based inference for the bivariate normal correlation coefficient (Q2270263) (← links)
- High minima of non-smooth Gaussian processes (Q2274116) (← links)
- Nonparametric analysis of non-Euclidean data on shapes and images (Q2316991) (← links)
- A supermartingale approach to Gaussian process based sequential design of experiments (Q2325344) (← links)
- Comment: ``Bayes, oracle Bayes and empirical Bayes'' (Q2325629) (← links)
- Blended particle methods with adaptive subspaces for filtering turbulent dynamical systems (Q2356853) (← links)
- Bayesian empirical likelihood estimation of quantile structural equation models (Q2402226) (← links)
- Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models (Q2418505) (← links)
- Bayesian mode and maximum estimation and accelerated rates of contraction (Q2419679) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
- Deterministic Mean-Field Ensemble Kalman Filtering (Q2805009) (← links)
- Representation Formulae for the Fractional Brownian Motion (Q3086791) (← links)
- Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls (Q4571011) (← links)
- Iterative Importance Sampling Algorithms for Parameter Estimation (Q4607633) (← links)
- Gaussian Process Landmarking on Manifolds (Q5025781) (← links)
- Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (Q5120677) (← links)
- On Prediction Properties of Kriging: Uniform Error Bounds and Robustness (Q5130632) (← links)
