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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
High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices
Partha Sarkar, Kshitij Khare, Malay Ghosh +1
This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large , large " scenario, where represents the number…