Pages that link to "Item:Q995421"

The following pages link to Posterior convergence rates of Dirichlet mixtures at smooth densities (Q995421):

Displaying 50 items.

• Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures (Q259196) (← links)
• Bayesian inverse problems with non-conjugate priors (Q372136) (← links)
• Posterior consistency in conditional distribution estimation (Q391574) (← links)
• Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints (Q405362) (← links)
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\) (Q449972) (← links)
• Theory and computations for the Dirichlet process and related models: an overview (Q505261) (← links)
• Bayesian modeling of joint and conditional distributions (Q527950) (← links)
• The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation (Q604357) (← links)
• Adaptive nonparametric Bayesian inference using location-scale mixture priors (Q620549) (← links)
• A semiparametric Bernstein-von Mises theorem for Gaussian process priors (Q664347) (← links)
• Bayesian semiparametric stochastic volatility modeling (Q736526) (← links)
• Tractable Bayesian density regression via logit stick-breaking priors (Q826968) (← links)
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth (Q834358) (← links)
• Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density (Q847631) (← links)
• Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
• Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures (Q899034) (← links)
• Bayesian adaptation (Q899540) (← links)
• A note on Bayes factor consistency in partial linear models (Q899549) (← links)
• The local Dirichlet process (Q907085) (← links)
• Rates of contraction of posterior distributions based on Gaussian process priors (Q930663) (← links)
• Convergence rates of posterior distributions for non iid observations (Q997377) (← links)
• Bayesian nonparametric estimation of test equating functions with covariates (Q1663271) (← links)
• Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures (Q1663617) (← links)
• Posterior contraction rates of density derivative estimation (Q1688429) (← links)
• Bayesian fractional posteriors (Q1731743) (← links)
• A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) (← 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)
• A Bernstein-von Mises theorem for discrete probability distributions (Q1951969) (← links)
• Adaptive Bayesian density estimation with location-scale mixtures (Q1952098) (← links)
• Posterior rates of convergence for Dirichlet mixtures of exponential power densities (Q1952186) (← links)
• Convergence of latent mixing measures in finite and infinite mixture models (Q1952455) (← links)
• On posterior contraction of parameters and interpretability in Bayesian mixture modeling (Q1983595) (← links)
• Bayesian test of normality versus a Dirichlet process mixture alternative (Q2040662) (← links)
• Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
• Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
• Adaptive Bayesian density estimation in sup-norm (Q2137019) (← links)
• Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity (Q2155307) (← links)
• Nonparametric Bayesian estimation for multivariate Hawkes processes (Q2215756) (← links)
• Posterior asymptotics in Wasserstein metrics on the real line (Q2233550) (← links)
• A Bayesian nonparametric approach to log-concave density estimation (Q2295027) (← links)
• Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models (Q2297237) (← links)
• Nonparametric analysis of non-Euclidean data on shapes and images (Q2316991) (← links)
• Comment: ``Bayes, oracle Bayes and empirical Bayes'' (Q2325629) (← links)
• Data-driven priors and their posterior concentration rates (Q2326047) (← links)
• Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression (Q2326065) (← links)
• General maximum likelihood empirical Bayes estimation of normal means (Q2388976) (← links)
• On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
• Nonparametric Bayesian model selection and averaging (Q2426825) (← links)
• Kullback Leibler property of kernel mixture priors in Bayesian density estimation (Q2426836) (← links)