Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions

19 October 2015

Papers citing "Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions"

12 / 12 papers shown

Title
Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation J. van Waaij Harry Van Zanten 62 37 0 01 Jun 2015
Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift Jakob Sohl Mathias Trabs 68 14 0 22 Dec 2014
Frequentist coverage of adaptive nonparametric Bayesian credible sets Botond Szabó Van der Vaart V. Zanten 72 159 0 16 Oct 2013
On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures I. Castillo Richard Nickl 67 130 0 09 Oct 2013
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions Frank van der Meulen Harry Van Zanten 73 39 0 31 Jan 2013
Bayesian inverse problems with non-conjugate priors Kolyan Ray 102 85 0 27 Sep 2012
Nonparametric Bernstein-von Mises theorems in Gaussian white noise I. Castillo Richard Nickl 108 147 0 19 Aug 2012
Non-parametric Bayesian drift estimation for stochastic differential equations S. Gugushvili Peter Spreij 60 22 0 21 Jun 2012
$Rates of contraction for posterior distributions in $\bolds{L^r}$-metrics, $\bolds{1\le r\le\infty}$$ Rates of contraction for posterior distributions in $\bolds{L^r}$ -metrics, $\bolds{1\le r\le\infty}$ Evarist Giné Richard Nickl 76 108 0 09 Mar 2012
A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression Y. Baraud 98 28 0 10 Sep 2009
Rates of contraction of posterior distributions based on Gaussian process priors Van der Vaart V. Zanten 173 427 0 18 Jun 2008
Convergence rates of posterior distributions for noniid observations S. Ghosal A. van der Vaart 275 395 0 03 Aug 2007