Empirical Bayes scaling of Gaussian priors in the white noise model
type: Item
instance of: scholarly article
title: Empirical Bayes scaling of Gaussian priors in the white noise model
zbMATH Open document ID: 1336.62039
DOI: 10.1214/13-EJS798
author: B. T. Szabó
author: J. H. van Zanten
author: Aad van der Vaart
published in: Electronic Journal of Statistics
publication date: 2013-05-29T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1366031048
Mathematics Subject Classification ID: 62C12
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6167962
zbMATH Keywords: adaptation
zbMATH Keywords: hyper-rectangle
zbMATH Keywords: Gaussian white noise
zbMATH Keywords: normal means model
zbMATH Keywords: bandwidth
zbMATH Keywords: rate of contraction
describes a project that uses: EBayesThresh
MaRDI profile type: Publication
cites work: Empirical Bayesian test of the smoothness
cites work: Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
cites work: Q5325803
cites work: Sharp adaptive estimation by a blockwise method
cites work: Lower bounds for posterior rates with Gaussian process priors
cites work: An analysis of Bayesian inference for nonparametric regression
cites work: Statistical estimation and optimal recovery
cites work: Minimax risk over hyperrectangles, and implications
cites work: Q3660686
cites work: Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
cites work: Regularized posteriors in linear ill-posed inverse problems
cites work: On the Bernstein-von Mises theorem with infinite-dimensional parameters
cites work: Convergence rates of posterior distributions.
cites work: Nonparametric Bayesian model selection and averaging
cites work: General maximum likelihood empirical Bayes estimation of normal means
cites work: Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
cites work: Bayes procedures for adaptive inference in inverse problems for the white noise model
cites work: Bayesian inverse problems with Gaussian priors
cites work: On universal Bayesian adaptation
cites work: Optimal filtering of square-integrable signals in Gaussian noise
cites work: Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
cites work: Bayesian inference with rescaled Gaussian process priors
cites work: Rates of contraction of posterior distributions based on Gaussian process priors
cites work: Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
cites work: Weak convergence and empirical processes. With applications to statistics
cites work: Q4194315
cites work: General empirical Bayes wavelet methods and exactly adaptive minimax estimation
cites work: Bayesian aspects of some nonparametric problems
OpenAlex ID: W2081386230
Recommended article: Empirical Bayes estimation of a scale parameter
Recommended article: Q5455722
Recommended article: Empirical Bayes estimation for the scale parameter with errors in variables
Recommended article: Default priors for Gaussioan processes
Recommended article: Bayesian inference with rescaled Gaussian process priors
Recommended article: Empirical Bayes deconvolution estimates
Recommended article: Bayesian Inference of Scale Parameters in Exponential Family Using Conditionally Specified Priors
Recommended article: Bayes procedures for adaptive inference in inverse problems for the white noise model
description: scientific article; zbMATH DE number 6167962