Spike and slab Pólya tree posterior densities: adaptive inference
From MaRDI portal
Publication:2077332
DOI10.1214/20-AIHP1132zbMath1493.62240arXiv1911.12106OpenAlexW3184348395MaRDI QIDQ2077332
Ismaël Castillo, Romain Mismer
Publication date: 25 February 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.12106
Bernstein-von Mises theoremBayesian nonparametricshierarchical BayesPólya treessupremum norm convergencespike-and-slab priors
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)
Related Items (5)
Adaptive Bayesian density estimation in sup-norm ⋮ Smoothing and adaptation of shifted Pólya tree ensembles ⋮ Random tree Besov priors -- towards fractal imaging ⋮ Uncertainty quantification for Bayesian CART ⋮ Optional Pólya trees: posterior rates and uncertainty quantification
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise
- On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures
- On Bayesian supremum norm contraction rates
- On adaptive inference and confidence bands
- Adaptive Bernstein-von Mises theorems in Gaussian white noise
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- On adaptive posterior concentration rates
- Honest Bayesian confidence sets for the \(L^2\)-norm
- Optional Pólya tree and Bayesian inference
- Polya trees and random distributions
- Some aspects of Pólya tree distributions for statistical modelling
- On nonparametric confidence intervals
- Wavelets, approximation, and statistical applications
- Adaptive shrinkage in Pólya tree type models
- Pólya tree posterior distributions on densities
- Density estimation by wavelet thresholding
- Honest adaptive confidence bands and self-similar functions
- Confidence bands in density estimation
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Empirical Bayes selection of wavelet thresholds
- Mathematical Foundations of Infinite-Dimensional Statistical Models
- Bayesian Variable Selection in Linear Regression
- Real Analysis and Probability
- Fundamentals of Nonparametric Bayesian Inference
This page was built for publication: Spike and slab Pólya tree posterior densities: adaptive inference
