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Bayesian Optimal Adaptive Estimation Using a Sieve Prior

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  • JULYAN ARBEL
  • GHISLAINE GAYRAUD
  • JUDITH ROUSSEAU

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  • Julyan Arbel & Ghislaine Gayraud & Judith Rousseau, 2013. "Bayesian Optimal Adaptive Estimation Using a Sieve Prior," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 549-570, September.
    • Handle: RePEc:bla:scjsta:v:40:y:2013:i:3:p:549-570
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    File URL: http://hdl.handle.net/10.1002/sjos.12002
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    References listed on IDEAS

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    1. Felix Abramovich & Claudia Angelini & Daniela Canditiis, 2007. "Pointwise optimality of Bayesian wavelet estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(3), pages 425-434, September.
    2. Felix Abramovich & Vadim Grinshtein & Athanasia Petsa & Theofanis Sapatinas, 2010. "On Bayesian testimation and its application to wavelet thresholding," Biometrika, Biometrika Trust, vol. 97(1), pages 181-198.
    3. repec:dau:papers:123456789/1908 is not listed on IDEAS
    4. Felix Abramovich & Umberto Amato & Claudia Angelini, 2004. "On Optimality of Bayesian Wavelet Estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(2), pages 217-234, June.
    5. repec:dau:papers:123456789/3984 is not listed on IDEAS
    6. repec:dau:papers:123456789/4659 is not listed on IDEAS
    7. Babenko, Alexandra & Belitser, Eduard, 2009. "On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 670-675, March.
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    Cited by:

    1. Jan Johannes & Anna Simoni & Rudolf Schenk, 2020. "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Annals of Economics and Statistics, GENES, issue 137, pages 83-116.
    2. Yi, Taihe & Wang, Zhengming, 2017. "Bayesian sieve method for piece-wise smooth regression," Statistics & Probability Letters, Elsevier, vol. 130(C), pages 5-11.
    3. van Waaij, Jan & van Zanten, Harry, 2017. "Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling," Statistics & Probability Letters, Elsevier, vol. 123(C), pages 93-99.
    4. Weining Shen & Subhashis Ghosal, 2015. "Adaptive Bayesian Procedures Using Random Series Priors," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 1194-1213, December.
    5. Zhe Wang & Ryan Martin, 2021. "Gibbs posterior inference on a Levy density under discrete sampling," Papers 2109.06567, arXiv.org.
    6. I. Votsi & G. Gayraud & V. S. Barbu & N. Limnios, 2021. "Hypotheses testing and posterior concentration rates for semi-Markov processes," Statistical Inference for Stochastic Processes, Springer, vol. 24(3), pages 707-732, October.

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