157 citations · 620 across the 19 of their papers we have counts for
9 papers · 1 filter
Confidence sets in a sparse stochastic block model with two communities of unknown sizes
B. J. K. Kleijn, J. van Waaij
In a sparse stochastic block model with two communities of unequal sizes we derive two posterior concentration inequalities, that imply (1) posterior (almost-)exact recovery of the…
Uncertainty quantification and testing in a stochastic block model with two unequal communities
J. van Waaij, B. J. K. Kleijn
We show posterior convergence for the community structure in the planted bi-section model, for several interesting priors. Examples include where the label on each vertex is iid Be…
Uncertainty quantification in the stochastic block model with an unknown number of classes
J. van Waaij, B. J. K. Kleijn
We study the frequentist properties of Bayesian statistical inference for the stochastic block model, with an unknown number of classes of varying sizes. We equip the space of vert…
Asymptotic uncertainty quantification for communities in sparse planted bi-section models
B. J. K. Kleijn, J. van Waaij
Posterior distributions for community structure in sparse planted bi-section models are shown to achieve exact (resp. almost-exact) recovery, with sharp bounds for the sparsity reg…
The semi-parametric Bernstein-von Mises theorem for regression models with symmetric errors
Minwoo Chae, Yongdai Kim, Bas Kleijn
In a smooth semi-parametric model, the marginal posterior distribution for a finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling di…
The Horseshoe Estimator: Posterior Concentration around Nearly Black Vectors
S. L. van der Pas, B. J. K. Kleijn, A. W. van der Vaart
We consider the horseshoe estimator due to Carvalho, Polson and Scott (2010) for the multivariate normal mean model in the situation that the mean vector is sparse in the nearly bl…
Semiparametric posterior limits under local asymptotic exponentiality
Bas Kleijn, Bartek Knapik
Consider semiparametric models that display local asymptotic exponentiality (Ibragimov and Has'minskii (1981)), an asymptotic property of the likelihood associated with discontinui…
The Bayesian Analysis of Complex, High-Dimensional Models: Can It Be CODA?
Y. Ritov, P. J. Bickel, A. C. Gamst +1
We consider the Bayesian analysis of a few complex, high-dimensional models and show that intuitive priors, which are not tailored to the fine details of the model and the estimate…
Misspecification in infinite-dimensional Bayesian statistics
B. J. K. Kleijn, A. W. van der Vaart
We consider the asymptotic behavior of posterior distributions if the model is misspecified. Given a prior distribution and a random sample from a distribution , which may not…