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20132024
most citedFrequentist coverage of adaptive nonparametric Bayesian credible sets

140 citations · 232 across the 6 of their papers we have counts for

collaborators

6 papers

math.ST2024

Asymptotically efficient estimation under local constraint in Wicksell's problem

Francesco Gili, Geurt Jongbloed, Aad van der Vaart

We consider nonparametric estimation of the distribution function of squared sphere radii in the classical Wicksell problem. Under smoothness conditions on in a neighborhoo…

math.PR2024

On a class of exponential changes of measure for stochastic PDEs

Thorben Pieper-Sethmacher, Frank van der Meulen, Aad van der Vaart

Given a mild solution to a semilinear stochastic partial differential equation (SPDE), we consider an exponential change of measure based on its infinitesimal generator , de…

math.ST2017★ 85 cited

Contributed Discussion to Uncertainty Quantification for the Horseshoe by Stéphanie van der Pas, Botond Szabó and Aad van der Vaart

William Weimin Yoo

We begin by introducing the main ideas of the paper under discussion. We discuss some interesting issues regarding adaptive component-wise credible intervals. We then briefly touch…

stat.ME2016★ 5 cited

Technical Report: Higher Order Influence Functions and Minimax Estimation of Nonlinear Functionals

James Robins, Lingling Li, Eric Tchetgen Tchetgen +1

Robins et al, 2008, published a theory of higher order influence functions for inference in semi- and non-parametric models. This paper is a comprehensive manuscript from which Rob…

math.ST2015★ 2 cited

Rejoinder to discussions of "Frequentist coverage of adaptive nonparametric Bayesian credible sets"

Botond Szabó, A. W. van der Vaart, J. H. van Zanten

Rejoinder of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szabó, van der Vaart and van Zanten [arXiv:1310.4489v5].

math.ST2013★ 140 cited

Frequentist coverage of adaptive nonparametric Bayesian credible sets

Botond Szabó, A. W. van der Vaart, J. H. van Zanten

We investigate the frequentist coverage of Bayesian credible sets in a nonparametric setting. We consider a scale of priors of varying regularity and choose the regularity by an em…