Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models
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DOI: 10.15609/annaeconstat2009.137.0083
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- Dr. Prof. Jan Johannes & Dr. Anna Simoni & Dr. Schenk, 2020. "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Post-Print hal-02903256, HAL.
- Johannes, Jan & Simoni, Anna & Schenk, Rudolf, 2015. "Adaptive Bayesian estimation in indirect Gaussian sequence space models," LIDAM Discussion Papers ISBA 2015003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
References listed on IDEAS
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- Florens, Jean-Pierre & Simoni, Anna, 2013. "Regularizing Priors for Linear Inverse Problems," IDEI Working Papers 767, Institut d'Économie Industrielle (IDEI), Toulouse.
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- Johannes, Jan & Schwarz, Maik, 2013. "Adaptive Gaussian Inverse Regression with Partially Unknown Operator," LIDAM Reprints ISBA 2013022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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More about this item
Keywords
Bayesian Nonparametrics; Sieve Prior; Hierarchical Bayes; Exact Concentration Rates; Oracle Optimality; Minimax Theory; Adaptation.;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
Statistics
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