Showing math.STShow all
2 papers · 1 filter
math.ST2024
Bernstein von-Mises Theorem for g-prior and nonlocal prior
Xiao Fang, Malay Ghosh
The paper develops Bernstein von Mises Theorem under hierarchical -priors for linear regression models. The results are obtained both when the error variance is known, and also…
math.ST2023
Posterior Concentration for Gaussian Process Priors under Rescaled and Hierarchical Matérn and Confluent Hypergeometric Covariance Functions
Xiao Fang, Anindya Bhadra
In nonparameteric Bayesian approaches, Gaussian stochastic processes can serve as priors on real-valued function spaces. Existing literature on the posterior convergence rates unde…