Pages that link to "Item:Q1848786"

The following pages link to Convergence rates of posterior distributions. (Q1848786):

Displaying 50 items.

• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities. (Q1848903) (← links)
• Convergence rates for density estimation with Bernstein polynomials. (Q1848904) (← links)
• The statistical work of Lucien Le Cam. (Q1848952) (← links)
• A Bernstein-von Mises theorem in the nonparametric right-censoring model (Q1879962) (← links)
• Convergence rates for posterior distributions and adaptive estimation (Q1879965) (← links)
• On convergence of posterior distributions (Q1922384) (← links)
• Consistent nonparametric Bayesian inference for discretely observed scalar diffusions (Q1940748) (← links)
• The Bernstein-von Mises theorem under misspecification (Q1950820) (← 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)
• On adaptive Bayesian inference (Q1951776) (← links)
• Lower bounds for posterior rates with Gaussian process priors (Q1951801) (← links)
• A Bernstein-von Mises theorem for discrete probability distributions (Q1951969) (← links)
• Dynamics of Bayesian updating with dependent data and misspecified models (Q1952015) (← links)
• Posterior convergence and model estimation in Bayesian change-point problems (Q1952049) (← links)
• Reference priors for exponential families with increasing dimension (Q1952080) (← links)
• Adaptive Bayesian density estimation with location-scale mixtures (Q1952098) (← 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)
• Robust Bayes-like estimation: rho-Bayes estimation (Q1996790) (← links)
• Criteria for posterior consistency and convergence at a rate (Q2008624) (← links)
• Bayesian structure learning in graphical models (Q2018602) (← links)
• Weak and TV consistency in Bayesian uncertainty quantification using disintegration (Q2024045) (← links)
• Rates of contraction of posterior distributions based on \(p\)-exponential priors (Q2040080) (← links)
• Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
• Posterior contraction and credible regions for level sets (Q2044392) (← links)
• Time-varying auto-regressive models for count time-series (Q2044402) (← links)
• Unified Bayesian theory of sparse linear regression with nuisance parameters (Q2044407) (← links)
• Variable selection consistency of Gaussian process regression (Q2054515) (← links)
• Consistent online Gaussian process regression without the sample complexity bottleneck (Q2058904) (← links)
• Uncertainty quantification for Bayesian CART (Q2073718) (← links)
• Posterior analysis of \(n\) in the binomial \((n,p)\) problem with both parameters unknown -- with applications to quantitative nanoscopy (Q2073722) (← links)
• Optimal Bayesian smoothing of functional observations over a large graph (Q2078537) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• Optional Pólya trees: posterior rates and uncertainty quantification (Q2106798) (← links)
• Adaptive Bayesian inference for current status data on a grid (Q2108484) (← links)
• Bayes posterior convergence for loss functions via almost additive thermodynamic formalism (Q2116497) (← links)
• Posterior contraction in group sparse logit models for categorical responses (Q2123271) (← links)
• Bayesian analysis under accelerated failure time models with error-prone time-to-event outcomes (Q2126051) (← links)
• Rates and coverage for monotone densities using projection-posterior (Q2137008) (← links)
• Adaptive Bayesian density estimation in sup-norm (Q2137019) (← links)
• Bayesian factor-adjusted sparse regression (Q2155305) (← links)
• Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity (Q2155307) (← links)
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
• The computational asymptotics of Gaussian variational inference and the Laplace approximation (Q2172111) (← links)
• Bayesian estimation of multidimensional latent variables and its asymptotic accuracy (Q2181075) (← links)
• Bayesian shrinkage towards sharp minimaxity (Q2192317) (← links)
• On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems (Q2194045) (← links)
• \(\alpha\)-variational inference with statistical guarantees (Q2196198) (← links)
• Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (Q2196225) (← links)