On frequentist coverage errors of Bayesian credible sets in moderately high dimensions

DOI10.3150/19-BEJ1142zbMath1458.62101arXiv1803.03450MaRDI QIDQ2278674

Publication date: 5 December 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.03450

zbMATH Keywords

nonparametric model linear regression Bayesian inference prior distribution sieve prior linear inverse model slope vector Castillo-Nickl band credible rectangle quasi-posterior distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

Related Items (3)

On frequentist coverage errors of Bayesian credible sets in moderately high dimensions ⋮ On the inference of applying Gaussian process modeling to a deterministic function ⋮ Simultaneous inference for Berkson errors-in-variables regression under fixed design

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