Pages that link to "Item:Q997377"
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The following pages link to Convergence rates of posterior distributions for non iid observations (Q997377):
Displaying 50 items.
- 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)
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
- Posterior contraction for empirical Bayesian approach to inverse problems under non-diagonal assumption (Q2037205) (← 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)
- Convergence rates for Bayesian estimation and testing in monotone regression (Q2044422) (← links)
- Variable selection consistency of Gaussian process regression (Q2054515) (← links)
- Nonparametric Bayesian inference for reversible multidimensional diffusions (Q2105199) (← links)
- Adaptive Bayesian inference for current status data on a grid (Q2108484) (← links)
- Posterior contraction in group sparse logit models for categorical responses (Q2123271) (← links)
- Designing truncated priors for direct and inverse Bayesian problems (Q2136605) (← 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)
- Bayesian shrinkage towards sharp minimaxity (Q2192317) (← links)
- \(\alpha\)-variational inference with statistical guarantees (Q2196198) (← links)
- Bayesian fusion estimation via \(t\) shrinkage (Q2206752) (← links)
- Adaptive Bayesian credible bands in regression with a Gaussian process prior (Q2206753) (← links)
- Posterior contraction rates for stochastic block models (Q2206755) (← links)
- Posterior concentration for Bayesian regression trees and forests (Q2215727) (← links)
- Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors (Q2215729) (← links)
- Convergence rates of variational posterior distributions (Q2215731) (← links)
- Nonparametric Bayesian estimation for multivariate Hawkes processes (Q2215756) (← links)
- Bayesian linear inverse problems in regularity scales (Q2227478) (← links)
- Posterior contraction rates for support boundary recovery (Q2229557) (← links)
- Hypotheses testing and posterior concentration rates for semi-Markov processes (Q2243560) (← links)
- Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations (Q2257496) (← links)
- Posterior consistency of random effects models for binary data (Q2276171) (← links)
- Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389) (← links)
- Bayesian estimation under informative sampling with unattenuated dependence (Q2297230) (← links)
- Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models (Q2297237) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (Q2325338) (← 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)
- Minimax-optimal nonparametric regression in high dimensions (Q2343958) (← links)
- Posterior contraction of the population polytope in finite admixture models (Q2345135) (← links)
- Bayesian consistency for Markov models (Q2352339) (← links)
- Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions (Q2374528) (← links)
- Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors (Q2392501) (← links)
- Bayesian sieve method for piece-wise smooth regression (Q2407513) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- On posterior consistency in nonparametric regression problems (Q2426740) (← links)
- Nonparametric Bayesian model selection and averaging (Q2426825) (← links)
- Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756) (← links)
- Thomas Bayes' walk on manifolds (Q2447296) (← links)
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
