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 35 items.
- Complex sampling designs: uniform limit theorems and applications (Q2656604) (← links)
- Nearly optimal Bayesian shrinkage for high-dimensional regression (Q2683046) (← links)
- Sup–Hellinger consistency for local density regression (Q2807770) (← links)
- Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures (Q2811275) (← links)
- Recovering gradients from sparsely observed functional data (Q2846447) (← links)
- Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models (Q2859312) (← links)
- Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation (Q2954229) (← links)
- A Direct Approach to Understanding Posterior Consistency of Bayesian Regression Problems (Q3100653) (← links)
- Variance Regularization in Sequential Bayesian Optimization (Q3387910) (← links)
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models (Q3451715) (← links)
- Adaptive Bayesian Procedures Using Random Series Priors (Q3460673) (← links)
- Convergence of posterior distribution in the mixture of regressions (Q3521114) (← links)
- Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process (Q4509163) (← links)
- (Q4558144) (← links)
- (Q4969103) (← links)
- (Q4969197) (← links)
- General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications (Q5066774) (← links)
- Functional Horseshoe Priors for Subspace Shrinkage (Q5146030) (← links)
- Bayesian sieve methods: approximation rates and adaptive posterior contraction rates (Q5375954) (← links)
- Can We Trust Bayesian Uncertainty Quantification from Gaussian Process Priors with Squared Exponential Covariance Kernel? (Q5858422) (← links)
- Adaptive Bayesian density regression for high-dimensional data (Q5963506) (← links)
- Rate exact Bayesian adaptation with modified block priors (Q5963524) (← links)
- Doob's consistency of a non-Bayesian updating process (Q6084756) (← links)
- A posterior convergence rate theorem for general Markov chains (Q6115052) (← links)
- Laplace priors and spatial inhomogeneity in Bayesian inverse problems (Q6120819) (← links)
- Bayesian estimation of nonlinear Hawkes processes (Q6120835) (← links)
- NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS (Q6156584) (← links)
- Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation (Q6184875) (← links)
- Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data (Q6188508) (← links)
- Adaptive variational Bayes: optimality, computation and applications (Q6192331) (← links)
- Adaptive inference over Besov spaces in the white noise model using \(p\)-exponential priors (Q6565322) (← links)
- Survival Mixed Membership Blockmodel (Q6567958) (← links)
- Wasserstein convergence in Bayesian and frequentist deconvolution models (Q6621543) (← links)
- A Dirichlet Process Gaussian State Machine Model for Change Detection in Transient Processes (Q6622445) (← links)
- Bayesian linear inverse problems in regularity scales with discrete observations (Q6648800) (← links)
