13 citations · 13 across the 6 of their papers we have counts for
4 papers · 1 filter
Asymptotics and finite sample bounds for prediction and smoothing in Wright-Fisher hidden Markov models
Luigi M. Malgieri, Filippo Ascolani, Matteo Giordano +1
We study signal prediction and smoothing in hidden Markov models whose latent signal is a multi-type Wright-Fisher diffusion and whose discrete-time observations are categorical. W…
Posterior contraction rates in Sobolev norms and Bayesian derivative estimation for infinite-dimensional exponential families
Emanuele Dolera, Stefano Favaro, Matteo Giordano
We study posterior contraction in positive-order Sobolev norms and Bayesian derivative estimation for infinite-dimensional exponential families. We embed the natural parameter in a…
Semiparametric Bernstein-von Mises theorems for reversible diffusions
Matteo Giordano, Kolyan Ray
We establish a general semiparametric Bernstein-von Mises theorem for Bayesian nonparametric priors based on continuous observations in a periodic reversible multidimensional diffu…
On strong posterior contraction rates for Besov-Laplace priors in the white noise model
Emanuele Dolera, Stefano Favaro, Matteo Giordano
In this article, we investigate the problem of estimating a spatially inhomogeneous function and its derivatives in the white noise model using Besov-Laplace priors. We show that s…