On universal Bayesian adaptation

DOI10.1524/stnd.2007.25.2.127zbMath1146.62017OpenAlexW3122075882MaRDI QIDQ5460212

Aad W. van der Vaart, Jüri Lember

Publication date: 5 May 2008

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/af68168cc5c12d5807251a20d0697d758821abd6

zbMATH Keywords

posterior distributionBayesian model selectionBayesian model averagingspline spacesregularity spaces

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of functional analysis in probability theory and statistics (46N30)

Related Items

Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth, Adaptive nonparametric Bayesian inference using location-scale mixture priors, Bayesian adaptation, Nonparametric Bayesian model selection and averaging, Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation, Adaptive variational Bayes: optimality, computation and applications, Empirical Bayes scaling of Gaussian priors in the white noise model, On adaptive Bayesian inference, Oracle posterior contraction rates under hierarchical priors, Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation