1 citations · 1 across the 7 of their papers we have counts for
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Posterior Convergence and Model Estimation in Bayesian Change-point Problems
Heng Lian
We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relativ…
Parameter estimation of high-dimensional linear differential equations
Heng Lian
We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with nois…
On posterior distribution of Bayesian wavelet thresholding
Heng Lian
We investigate the posterior rate of convergence for wavelet shrinkage using a Bayesian approach in general Besov spaces. Instead of studying the Bayesian estimator related to a pa…
On rates of convergence for posterior distributions under misspecification
Heng Lian
We extend the approach of Walker (2003, 2004) to the case of misspecified models. A sufficient condition for establishing rates of convergence is given based on a key identity invo…