Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
type: Item
instance of: scholarly article
title: Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
zbMATH Open document ID: 1463.62102
author: Jan van Waaij
author: Harry van Zanten
published in: Statistics \& Probability Letters
publication date: 2017-02-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/1609.01577
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62R10
Mathematics Subject Classification ID: 94A12
Mathematics Subject Classification ID: 60H40
zbMATH DE Number: 6687631
zbMATH Keywords: posterior convergence
zbMATH Keywords: adaptation
zbMATH Keywords: series prior
zbMATH Keywords: Bayesian nonparametric statistics
zbMATH Keywords: signal estimation
zbMATH Keywords: white noise
MaRDI profile type: Publication
OpenAlex ID: W2513880075
arXiv ID: 1609.01577
cites work: Bayesian optimal adaptive estimation using a sieve prior
cites work: Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
cites work: Convergence rates of posterior distributions.
cites work: Convergence rates of posterior distributions for non iid observations
cites work: Q2774021
cites work: Q4522393
cites work: Q4001821
cites work: Posterior concentration rates for infinite dimensional exponential families
cites work: Adaptive Bayesian Procedures Using Random Series Priors
cites work: Rates of convergence of posterior distributions.
cites work: Reversible jump MCMC for nonparametric drift estimation for diffusion processes
cites work: Convergence rates of posterior distributions for Brownian semimartingale models
cites work: Rates of contraction of posterior distributions based on Gaussian process priors
cites work: Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
cites work: Bayesian aspects of some nonparametric problems
DOI: 10.1016/J.SPL.2016.12.009
description: scientific article