activity
20052022
most citedNeedles and Straw in a Haystack: Posterior concentration for possibly sparse sequences

231 citations · 963 across the 14 of their papers we have counts for

collaborators

14 papers

stat.ME2022★ 1 cited

Bayesian tolerance regions with an application to linear mixed models

X. Gregory Chen, Aad van der Vaart

We review and contrast frequentist and Bayesian definitions of tolerance regions. We give conditions under which for large samples a Bayesian region also has frequentist validity,…

stat.ME2019

Incorporating prior information and borrowing information in high-dimensional sparse regression using the horseshoe and variational Bayes

Gino B. Kpogbezan, Mark A. van de Wiel, Wessel N. van Wieringen +1

We introduce a sparse high-dimensional regression approach that can incorporate prior information on the regression parameters and can borrow information across a set of similar da…

math.ST2018★ 23 cited

Semiparametric Bayesian causal inference

Kolyan Ray, Aad van der Vaart

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equiv…

math.ST2017★ 1 cited

Consistent Estimation in General Sublinear Preferential Attachment Trees

Fengnan Gao, Aad van der Vaart, Rui Castro +1

We propose an empirical estimator of the preferential attachment function in the setting of general preferential attachment trees. Using a supercritical continuous-time branchi…

stat.ME2015★ 39 cited

Higher Order Tangent Spaces and Influence Functions

Aad van der Vaart

We review higher order tangent spaces and influence functions and their use to construct minimax efficient estimators for parameters in high-dimensional semiparametric models.

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…