Gibbs posterior convergence and the thermodynamic formalism
From MaRDI portal
Publication:2117451
DOI10.1214/21-AAP1685zbMath1493.62510arXiv1901.08641OpenAlexW2913067311MaRDI QIDQ2117451
Kevin McGoff, Sayan Mukherjee, Andrew B. Nobel
Publication date: 21 March 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.08641
Non-Markovian processes: estimation (62M09) Thermodynamic formalism, variational principles, equilibrium states for dynamical systems (37D35)
Related Items
Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests ⋮ Dynamical hypothesis tests and decision theory for Gibbs distributions ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- About the posterior distribution in hidden Markov models with unknown number of states
- Variational Bayes and a problem of reliable communication. I: Finite systems
- From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
- Statistical inference for dynamical systems: a review
- Gibbs posterior for variable selection in high-dimensional classification and data mining
- Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise
- On the consistency of Bayes estimates
- Statistical properties of dynamical systems with some hyperbolicity
- Consistency of Bayes estimates for nonparametric regression: normal theory
- Relative entropy and identification of Gibbs measures in dynamical systems
- Recurrence times and rates of mixing
- Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
- Bayesian nonparametrics
- Dynamics of Bayesian updating with dependent data and misspecified models
- Some PAC-Bayesian theorems
- Beneath the noise, chaos
- A Bernstein-type inequality for some mixing processes and dynamical systems with an application to learning
- Empirical risk minimization and complexity of dynamical models
- Posterior consistency for partially observed Markov models
- Scalable Bayesian inference for the inverse temperature of a hidden Potts model
- Consistency of maximum likelihood estimation for some dynamical systems
- Posterior consistency for nonparametric hidden Markov models with finite state space
- Minimax-optimal nonparametric regression in high dimensions
- Denoising deterministic time series
- An introduction to joinings in ergodic theory
- On some recent advances on high dimensional Bayesian statistics
- Empirical risk minimization for dynamical systems and stationary processes
- Information-theoretic upper and lower bounds for statistical estimation
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- A Relativised Variational Principle for Continuous Transformations
- A Variational Approach to Nonlinear Estimation
- Relative Pressure, Relative Equilibrium States, Compensation Functions and Many-to-One Codes Between Subshifts
- Thermodynamic Formalism
- An Introduction to Symbolic Dynamics and Coding
- Equilibrium stability for non-uniformly hyperbolic systems
- Robust Bayesian Inference via Coarsening
- Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics
- Data Assimilation
- Gaussian Approximations for Transition Paths in Brownian Dynamics
- A General Framework for Updating Belief Distributions
- Disjointness in ergodic theory, minimal sets, and a problem in diophantine approximation
- On Bayes procedures
- Prior Probabilities
- Fundamentals of Nonparametric Bayesian Inference
- Some Large Deviation Results for Dynamical Systems
- Equilibrium states and the ergodic theory of Anosov diffeomorphisms
