The Bayesian analysis of complex, high-dimensional models: can it be CODA?

DOI10.1214/14-STS483zbMath1331.62162arXiv1203.5471OpenAlexW2126399888MaRDI QIDQ252815

B. J. K. Kleijn, Peter J. Bickel, Anthony Gamst, Ya'acov Ritov

Publication date: 4 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.5471

zbMATH Keywords

stopping timefoundationsBayesian inferencefunctional estimationCODApartial linear modelsemiparametricswhite noise models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Diffusion processes (60J60)

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