Normal approximation for the posterior in exponential families

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Normal approximation for the posterior in exponential families

19 September 2022

Robert E. Gaunt

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Papers citing "Normal approximation for the posterior in exponential families"

13 / 13 papers shown

Title
High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices Partha Sarkar Kshitij Khare Malay Ghosh Matt P. Wand 60 1 0 15 Sep 2023
Misspecified Bernstein-Von Mises theorem for hierarchical models Geerten Koers Botond Szabó A. van der Vaart 65 2 0 15 Aug 2023
Dimension free non-asymptotic bounds on the accuracy of high dimensional Laplace approximation V. Spokoiny 66 22 0 23 Apr 2022
Stein's Method Meets Computational Statistics: A Review of Some Recent Developments Andreas Anastasiou Alessandro Barp F. Briol B. Ebner Robert E. Gaunt ... Qiang Liu Lester W. Mackey Chris J. Oates Gesine Reinert Yvik Swan 91 35 0 07 May 2021
A multivariate normal approximation for the Dirichlet density and some applications Frédéric Ouimet 77 6 0 04 Mar 2021
Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator Andreas Anastasiou Robert E. Gaunt 40 9 0 11 May 2020
Accuracy of Gaussian approximation in nonparametric Bernstein -- von Mises Theorem V. Spokoiny Maxim Panov 37 9 0 14 Oct 2019
Regularity of solutions of the Stein equation and rates in the multivariate central limit theorem T. Gallouet G. Mijoule Yvik Swan 45 15 0 04 May 2018
Stein's method for comparison of univariate distributions Christophe Ley Gesine Reinert Yvik Swan OT 109 149 0 13 Aug 2014
On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures I. Castillo Richard Nickl 99 130 0 09 Oct 2013
The semiparametric Bernstein-von Mises theorem Peter J. Bickel B. Kleijn 148 127 0 01 Jul 2010
Stochastic Ordering of Exponential Family Distributions and Their Mixtures Yaming Yu 96 43 0 24 Sep 2009
A Bernstein-Von Mises Theorem for discrete probability distributions S. Boucheron Elisabeth Gassiat 471 49 0 14 Jul 2008