Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets

DOI10.1214/14-AOS1270AzbMath1321.62043arXiv1410.7600MaRDI QIDQ2515485

Richard Nickl

Publication date: 5 August 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.7600

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• A sharp adaptive confidence ball for self-similar functions
• Adaptive confidence sets in \(L^2\)
• Nonparametric Bernstein-von Mises theorems in Gaussian white noise
• On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures
• On adaptive inference and confidence bands
• On the Bernstein-von Mises theorem with infinite-dimensional parameters
• Honest adaptive confidence bands and self-similar functions
• On the Bernstein-von Mises phenomenon in the Gaussian white noise model
• Confidence bands in density estimation
• Confidence sets in sparse regression
• Frequentist coverage of adaptive nonparametric Bayesian credible sets

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