Bayesian fractional posteriors (Q1731743)

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Language	Label	Description	Also known as
English	Bayesian fractional posteriors	scientific article

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scholarly article

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Bayesian fractional posteriors (English)

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Anirban Bhattacharya

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The Annals of Statistics

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publication date

14 March 2019

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full work available at URL

https://arxiv.org/abs/1611.01125

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https://projecteuclid.org/euclid.aos/1543568581

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zbMATH Keywords

fractional posterior results

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MaRDI profile type

MaRDI publication profile

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On the properties of variational approximations of Gibbs posteriors

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The consistency of posterior distributions in nonparametric problems

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Local Rademacher complexities

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10.1162/153244303321897690

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Learning Theory

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Sharp oracle bounds for monotone and convex regression through aggregation

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Bayesian fractional posteriors

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A General Framework for Updating Belief Distributions

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Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilitiés de Saint-Flour XXXI -- 2001.

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A new perspective on least squares under convex constraint

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An MCMC approach to classical estimation.

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Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity

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Sharp oracle inequalities for aggregation of affine estimators

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Marginal Likelihood Estimation via Power Posteriors

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Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

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Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference

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Convergence rates of posterior distributions.

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Convergence rates of posterior distributions for non iid observations

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Posterior convergence rates of Dirichlet mixtures at smooth densities

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The Safe Bayesian

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Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it

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PAC-Bayesian estimation and prediction in sparse additive models

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Covering Numbers for Convex Functions

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Global risk bounds and adaptation in univariate convex regression

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OUP accepted manuscript

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Gibbs posterior for variable selection in high-dimensional classification and data mining

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Misspecification in infinite-dimensional Bayesian statistics

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Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)

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Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.

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Adaptive Bayesian density estimation with location-scale mixtures

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Asymptotic methods in statistical decision theory

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Convergence of estimates under dimensionality restrictions

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Information Theory and Mixing Least-Squares Regressions

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Complexity regularization via localized random penalties

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Empirical Bayes posterior concentration in sparse high-dimensional linear models

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Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector

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Robust Bayesian Inference via Coarsening

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Mixture Models With a Prior on the Number of Components

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Empirical entropy, minimax regret and minimax risk

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On posterior concentration in misspecified models

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Adaptive Bayesian multivariate density estimation with Dirichlet mixtures

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Rates of convergence of posterior distributions.

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Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth

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Weak convergence and empirical processes. With applications to statistics

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Rényi Divergence and Kullback-Leibler Divergence

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On Bayesian Consistency

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From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion

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Identifiers

zbMATH Open document ID

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10.1214/18-AOS1712

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1731743

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