290 citations · 934 across the 51 of their papers we have counts for
20 papers · 1 filter
A note on kernel density estimators with optimal bandwidths
Nils Lid Hjort, Stephen G. Walker
We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any confidence interval, around the empirical dist…
On an Asymptotic Distribution for the MLE
Stephen G Walker
The paper presents a novel asymptotic distribution for a mle when the log--likelihood is strictly concave in the parameter for all data points; for example, the exponential family.…
Multivariate Smoothing via the Fourier Integral Theorem and Fourier Kernel
Nhat Ho, Stephen G. Walker
Starting with the Fourier integral theorem, we present natural Monte Carlo estimators of multivariate functions including densities, mixing densities, transition densities, regress…
Posterior asymptotics in Wasserstein metrics on the real line
Minwoo Chae, Pierpaolo De Blasi, Stephen G. Walker
In this paper, we use the class of Wasserstein metrics to study asymptotic properties of posterior distributions. Our first goal is to provide sufficient conditions for posterior c…
Applications of an algorithm for solving Fredholm equations of the first kind
Minwoo Chae, Ryan Martin, Stephen G. Walker
In this paper we use an iterative algorithm for solving Fredholm equations of the first kind. The basic algorithm is known and is based on an EM algorithm when involved functions a…
Data-driven priors and their posterior concentration rates
Ryan Martin, Stephen G. Walker
In high-dimensional problems, choosing a prior distribution such that the corresponding posterior has desirable practical and theoretical properties can be challenging. This begs t…