Adaptive Bernstein–von Mises theorems in Gaussian white noise

Article, Preprint, Other literature type English OPEN
Ray, Kolyan;
  • Publisher: The Institute of Mathematical Statistics
  • Journal: issn: 0090-5364
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1214/16-AOS1533
  • Subject: Mathematics - Statistics Theory | posterior asymptotics | 62G08 | 62G20 | adaptation | Statistics and Probability | credible set | confidence set | /dk/atira/pure/subjectarea/asjc/2600/2613 | 62G15 | Bayesian inference

We investigate Bernstein–von Mises theorems for adaptive nonparametric Bayesian procedures in the canonical Gaussian white noise model. We consider both a Hilbert space and multiscale setting with applications in $L^{2}$ and $L^{\infty}$, respectively. This provides a t... View more
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