Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator

19 April 2015

Papers citing "Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator"

12 / 12 papers shown

Title
A Bayesian approach with Gaussian priors to the inverse problem of source identification in elliptic PDEs Matteo Giordano 27 0 0 29 Feb 2024
Posterior Contraction Rates for Matérn Gaussian Processes on Riemannian Manifolds Paul Rosa Viacheslav Borovitskiy Alexander Terenin Judith Rousseau 30 7 0 19 Sep 2023
Optimal plug-in Gaussian processes for modelling derivatives Zejian Liu Meng Li 21 6 0 20 Oct 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
Contraction rates for sparse variational approximations in Gaussian process regression D. Nieman Botond Szabó Harry Van Zanten 52 17 0 22 Sep 2021
Maximum likelihood estimation of regularisation parameters in high-dimensional inverse problems: an empirical Bayesian approach. Part I: Methodology and Experiments A. F. Vidal Valentin De Bortoli Marcelo Pereyra Alain Durmus 24 7 0 26 Nov 2019
Solving the Empirical Bayes Normal Means Problem with Correlated Noise Lei Sun M. Stephens 9 9 0 18 Dec 2018
On Statistical Optimality of Variational Bayes D. Pati A. Bhattacharya Yun Yang 29 63 0 25 Dec 2017
Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors Judith Rousseau Botond Szabó 24 22 0 16 Sep 2016
Estimating a smooth function on a large graph by Bayesian Laplacian regularisation A. Kirichenko Harry Van Zanten BDL 9 31 0 08 Nov 2015
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