280 citations · 916 across the 24 of their papers we have counts for
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math.ST2012★ 231 cited
Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences
Ismaël Castillo, Aad van der Vaart
We consider full Bayesian inference in the multivariate normal mean model in the situation that the mean vector is sparse. The prior distribution on the vector of means is construc…
math.ST2012★ 89 cited
Nonparametric Bernstein-von Mises theorems in Gaussian white noise
Ismaël Castillo, Richard Nickl
Bernstein-von Mises theorems for nonparametric Bayes priors in the Gaussian white noise model are proved. It is demonstrated how such results justify Bayes methods as efficient fre…
math.ST2012
Thomas Bayes' walk on manifolds
Ismael Castillo, Gerard Kerkyacharian, Dominique Picard
Convergence of the Bayes posterior measure is considered in canonical statistical settings where observations sit on a geometrical object such as a compact manifold, or more genera…