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Bernstein -- von Mises theorems for statistical inverse problems II:
  Compound Poisson processes
v1v2v3 (latest)

Bernstein -- von Mises theorems for statistical inverse problems II: Compound Poisson processes

22 September 2017
Richard Nickl
Jakob Sohl
ArXiv (abs)PDFHTML

Papers citing "Bernstein -- von Mises theorems for statistical inverse problems II: Compound Poisson processes"

22 / 22 papers shown
Gibbs posterior inference on a Levy density under discrete sampling
Gibbs posterior inference on a Levy density under discrete sampling
Zhe Wang
Ryan Martin
220
4
0
14 Sep 2021
On log-concave approximations of high-dimensional posterior measures and
  stability properties in non-linear inverse problems
On log-concave approximations of high-dimensional posterior measures and stability properties in non-linear inverse problemsAnnales De L Institut Henri Poincare-probabilites Et Statistiques (IHPES), 2021
Jan Bohr
Richard Nickl
319
23
0
17 May 2021
Consistency of Bayesian inference with Gaussian process priors for a
  parabolic inverse problem
Consistency of Bayesian inference with Gaussian process priors for a parabolic inverse problemInverse Problems (IP), 2021
Hanne Kekkonen
252
20
0
24 Mar 2021
On polynomial-time computation of high-dimensional posterior measures by
  Langevin-type algorithms
On polynomial-time computation of high-dimensional posterior measures by Langevin-type algorithms
Richard Nickl
Sven Wang
271
47
0
11 Sep 2020
On the Bernstein-von Mises theorem for the Dirichlet process
On the Bernstein-von Mises theorem for the Dirichlet process
Kolyan Ray
A. van der Vaart
299
9
0
03 Aug 2020
Statistical guarantees for Bayesian uncertainty quantification in
  non-linear inverse problems with Gaussian process priors
Statistical guarantees for Bayesian uncertainty quantification in non-linear inverse problems with Gaussian process priorsAnnals of Statistics (Ann. Stat.), 2020
F. Monard
Richard Nickl
G. Paternain
302
45
0
31 Jul 2020
Multiscale Bayesian Survival Analysis
Multiscale Bayesian Survival AnalysisAnnals of Statistics (Ann. Stat.), 2020
I. Castillo
S. V. D. Pas
342
8
0
06 May 2020
Bayesian inference for nonlinear inverse problems
Bayesian inference for nonlinear inverse problems
V. Spokoiny
332
7
0
29 Dec 2019
Uncertainty Quantification for Bayesian CART
Uncertainty Quantification for Bayesian CARTAnnals of Statistics (Ann. Stat.), 2019
I. Castillo
Veronika Rockova
344
17
0
16 Oct 2019
Consistency of Bayesian inference with Gaussian process priors in an
  elliptic inverse problem
Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problemInverse Problems (IP), 2019
M. Giordano
Richard Nickl
349
71
0
16 Oct 2019
On statistical Calderón problems
On statistical Calderón problems
Kweku Abraham
Richard Nickl
482
20
0
08 Jun 2019
Hyperparameter Estimation in Bayesian MAP Estimation: Parameterizations
  and Consistency
Hyperparameter Estimation in Bayesian MAP Estimation: Parameterizations and ConsistencySMAI Journal of Computational Mathematics (SMAI-JCM), 2019
Matthew M. Dunlop
T. Helin
Andrew M. Stuart
290
24
0
10 May 2019
Decompounding discrete distributions: A non-parametric Bayesian approach
Decompounding discrete distributions: A non-parametric Bayesian approach
S. Gugushvili
Ester Mariucci
Frank van der Meulen
360
5
0
26 Mar 2019
Bernstein-von Mises theorems and uncertainty quantification for linear
  inverse problems
Bernstein-von Mises theorems and uncertainty quantification for linear inverse problems
M. Giordano
Hanne Kekkonen
537
24
0
09 Nov 2018
Nonparametric statistical inference for drift vector fields of
  multi-dimensional diffusions
Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
Richard Nickl
Kolyan Ray
386
56
0
03 Oct 2018
Sup-norm adaptive simultaneous drift estimation for ergodic diffusions
Sup-norm adaptive simultaneous drift estimation for ergodic diffusions
Cathrine Aeckerle-Willems
Claudia Strauch
151
8
0
31 Aug 2018
Nonparametric Bayesian inference for Gamma-type Lévy subordinators
Nonparametric Bayesian inference for Gamma-type Lévy subordinators
Denis Belomestny
S. Gugushvili
Moritz Schauer
Peter Spreij
301
10
0
30 Apr 2018
Adaptive nonparametric estimation for compound Poisson processes robust
  to the discrete-observation scheme
Adaptive nonparametric estimation for compound Poisson processes robust to the discrete-observation scheme
Alberto J. Coca
238
8
0
27 Mar 2018
The nonparametric LAN expansion for discretely observed diffusions
The nonparametric LAN expansion for discretely observed diffusions
Sven Wang
347
3
0
06 Feb 2018
Bayesian inverse problems with unknown operators
Bayesian inverse problems with unknown operators
Mathias Trabs
216
12
0
30 Jan 2018
Finite sample Bernstein-von Mises theorems for functionals and spectral
  projectors of the covariance matrix
Finite sample Bernstein-von Mises theorems for functionals and spectral projectors of the covariance matrix
I. Silin
294
1
0
10 Dec 2017
Bernstein - von Mises theorems for statistical inverse problems I:
  Schrödinger equation
Bernstein - von Mises theorems for statistical inverse problems I: Schrödinger equation
Richard Nickl
430
91
0
06 Jul 2017
1
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