Frequentist coverage of adaptive nonparametric Bayesian credible sets

16 October 2013

Papers citing "Frequentist coverage of adaptive nonparametric Bayesian credible sets"

35 / 35 papers shown

Title
Deep Horseshoe Gaussian Processes Ismael Castillo Thibault Randrianarisoa BDL UQCV 44 5 0 04 Mar 2024
Smoothness Estimation for Whittle-Matérn Processes on Closed Riemannian Manifolds Moritz Korte-Stapff Toni Karvonen Eric Moulines 29 0 0 31 Dec 2023
Optimal regularized hypothesis testing in statistical inverse problems Remo Kretschmann D. Wachsmuth Frank Werner 32 3 0 25 Dec 2022
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression D. Nieman Botond Szabó Harry Van Zanten 36 5 0 21 Dec 2022
An asymptotic study of the joint maximum likelihood estimation of the regularity and the amplitude parameters of a Mat{é}rn model on the circle S. Petit 29 1 0 16 Sep 2022
Fast Instrument Learning with Faster Rates Ziyu Wang Yuhao Zhou Jun Zhu 29 3 0 22 May 2022
Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation Toni Karvonen 27 1 0 10 Mar 2022
Practical and Rigorous Uncertainty Bounds for Gaussian Process Regression Christian Fiedler C. Scherer Sebastian Trimpe GP 26 65 0 06 May 2021
Distributed function estimation: adaptation using minimal communication Botond Szabó Harry Van Zanten 35 13 0 28 Mar 2020
Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions Toni Karvonen George Wynne Filip Tronarp Chris J. Oates Simo Särkkä 21 39 0 29 Jan 2020
On the Convergence of the Laplace Approximation and Noise-Level-Robustness of Laplace-based Monte Carlo Methods for Bayesian Inverse Problems C. Schillings Björn Sprungk Philipp Wacker 11 63 0 13 Jan 2019
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery M. Reiß Johannes Schmidt-Hieber 30 7 0 11 Sep 2018
Frequentist coverage and sup-norm convergence rate in Gaussian process regression Yun Yang A. Bhattacharya D. Pati 8 53 0 16 Aug 2017
Bayesian Dyadic Trees and Histograms for Regression S. V. D. Pas Veronika Rockova 32 22 0 31 Jul 2017
Bayesian Inference of Individualized Treatment Effects using Multi-task Gaussian Processes Ahmed Alaa M. Schaar CML 33 298 0 10 Apr 2017
A Bayesian nonparametric approach to log-concave density estimation Ester Mariucci Kolyan Ray Botond Szabó 67 11 0 28 Mar 2017
Posterior contraction rates for support boundary recovery M. Reiß Johannes Schmidt-Hieber 17 4 0 24 Mar 2017
On the frequentist validity of Bayesian limits B. Kleijn 21 15 0 25 Nov 2016
Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors Judith Rousseau Botond Szabó 24 22 0 16 Sep 2016
Adaptive confidence sets for matrix completion Alexandra Carpentier Olga Klopp Matthias Loffler Richard Nickl 35 27 0 17 Aug 2016
Uncertainty quantification for the horseshoe S. V. D. Pas Botond Szabó A. van der Vaart 33 73 0 07 Jul 2016
Probabilistic Integration: A Role in Statistical Computation? François‐Xavier Briol Chris J. Oates Mark Girolami Michael A. Osborne Dino Sejdinovic 21 50 0 03 Dec 2015
Estimating a smooth function on a large graph by Bayesian Laplacian regularisation A. Kirichenko Harry Van Zanten BDL 9 31 0 08 Nov 2015
Needles and straw in a haystack: robust confidence for possibly sparse sequences E. Belitser N. Nurushev 28 24 0 05 Nov 2015
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions Richard Nickl Jakob Sohl 15 76 0 19 Oct 2015
Posterior consistency and convergence rates for Bayesian inversion with hypoelliptic operators Hanne Kekkonen Matti Lassas S. Siltanen 19 22 0 07 Jul 2015
Fast sampling with Gaussian scale-mixture priors in high-dimensional regression A. Bhattacharya Antik Chakraborty Bani Mallick 35 176 0 15 Jun 2015
Adaptive Bayesian credible sets in regression with a Gaussian process prior S. Sniekers A. van der Vaart 19 46 0 29 Apr 2015
Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator Judith Rousseau Botond Szabó 31 56 0 19 Apr 2015
Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift Jakob Sohl Mathias Trabs 33 14 0 22 Dec 2014
Adaptive empirical Bayesian smoothing splines Paulo Serra Tatyana Krivobokova 23 21 0 25 Nov 2014
Gaussian Approximation of General Nonparametric Posterior Distributions Zuofeng Shang Guang Cheng 36 4 0 13 Nov 2014
A general approach to posterior contraction in nonparametric inverse problems B. Knapik J. Salomond MedIm 31 32 0 01 Jul 2014
Posterior concentration rates for empirical Bayes procedures, with applications to Dirichlet Process mixtures S. Donnet Vincent Rivoirard Judith Rousseau Catia Scricciolo 39 41 0 17 Jun 2014
On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures I. Castillo Richard Nickl 35 130 0 09 Oct 2013