Pages that link to "Item:Q930663"
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The following pages link to Rates of contraction of posterior distributions based on Gaussian process priors (Q930663):
Displaying 50 items.
- Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation (Q259199) (← links)
- Bayesian nonparametric weighted sampling inference (Q273622) (← links)
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure (Q282547) (← links)
- Bayesian inverse problems with non-conjugate priors (Q372136) (← links)
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise (Q385781) (← links)
- Discussion on article ``Bayesian inference with misspecified models'' (Q394763) (← links)
- On asymptotic properties of Bayesian partially linear models (Q395922) (← links)
- Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context (Q403189) (← links)
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\) (Q449972) (← links)
- The semiparametric Bernstein-von Mises theorem (Q450029) (← links)
- Bayesian methods for the shape invariant model (Q457962) (← links)
- Log-concavity and strong log-concavity: a review (Q485901) (← links)
- Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling (Q511556) (← links)
- Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior (Q528060) (← links)
- Adaptive nonparametric Bayesian inference using location-scale mixture priors (Q620549) (← links)
- Lower bound for the oracle projection posterior convergence rate (Q624990) (← links)
- On adaptive inference and confidence bands (Q661162) (← links)
- Bayesian inverse problems with Gaussian priors (Q661174) (← links)
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors (Q664347) (← links)
- Efficient nonparametric Bayesian inference for \(X\)-ray transforms (Q666595) (← links)
- Nonparametric Bayesian inference for ergodic diffusions (Q730843) (← links)
- Posterior convergence for Bayesian functional linear regression (Q739583) (← links)
- Small deviations for a family of smooth Gaussian processes (Q742107) (← links)
- On statistical Calderón problems (Q778889) (← links)
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth (Q834358) (← links)
- A Bernstein-von Mises theorem for smooth functionals in semiparametric models (Q892238) (← links)
- Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors (Q893967) (← links)
- Adaptive Bayesian credible sets in regression with a Gaussian process prior (Q895012) (← links)
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling (Q899361) (← links)
- Credible sets in the fixed design model with Brownian motion prior (Q899539) (← links)
- A note on Bayes factor consistency in partial linear models (Q899549) (← links)
- Large scale variable fidelity surrogate modeling (Q1680849) (← links)
- Posterior contraction rates of density derivative estimation (Q1688429) (← links)
- Convergence of nonparametric functional regression estimates with functional responses (Q1950865) (← links)
- Lower bound in regression for functional data by representation of small ball probabilities (Q1950878) (← links)
- Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors (Q1950889) (← links)
- Semiparametric Bernstein-von Mises for the error standard deviation (Q1951109) (← links)
- Empirical Bayes scaling of Gaussian priors in the white noise model (Q1951145) (← links)
- Lower bounds for posterior rates with Gaussian process priors (Q1951801) (← links)
- Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses (Q1952171) (← links)
- Rates of contraction of posterior distributions based on \(p\)-exponential priors (Q2040080) (← links)
- Bayesian test of normality versus a Dirichlet process mixture alternative (Q2040662) (← links)
- Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
- Propriety of the reference posterior distribution in Gaussian process modeling (Q2054503) (← links)
- Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
- A fast and calibrated computer model emulator: an empirical Bayes approach (Q2058785) (← links)
- Consistent online Gaussian process regression without the sample complexity bottleneck (Q2058904) (← links)
- Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors (Q2073706) (← links)
- Optimal Bayesian smoothing of functional observations over a large graph (Q2078537) (← links)
- The SPDE approach to Matérn fields: graph representations (Q2092895) (← links)
