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

DOI10.1214/15-AOS1270BzbMath1321.62040arXiv1509.01900MaRDI QIDQ5971370

Ismaël Castillo

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/1509.01900

Mathematics Subject Classification ID

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

Cites Work

• Bayes procedures for adaptive inference in inverse problems for the white noise model
• Bayesian inverse problems with non-conjugate priors
• Nonparametric Bernstein-von Mises theorems in Gaussian white noise
• Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints
• On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures
• On Bayesian supremum norm contraction rates
• Bayesian inverse problems with Gaussian priors
• Honest Bayesian confidence sets for the \(L^2\)-norm
• Convergence rates of posterior distributions.
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• Empirical Bayes scaling of Gaussian priors in the white noise model
• Thomas Bayes' walk on manifolds

This page was built for publication: Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets