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20142024
most citedContributed Discussion to Uncertainty Quantification for the Horseshoe by Stéphanie van der Pas, Botond Szabó and Aad van der Vaart

85 citations · 91 across the 7 of their papers we have counts for

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6 papers · 1 filter

math.ST20231 cited

Variational Gaussian Processes For Linear Inverse Problems

Thibault Randrianarisoa, Botond Szabo

By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an imag…

math.ST20232 cited

Optimal testing using combined test statistics across independent studies

Botond Szabó, Aad van der Vaart, Lasse Vuursteen +1

Combining test statistics from independent trials or experiments is a popular method of meta-analysis. However, there is very limited theoretical understanding of the power of the…

math.ST201785 cited

Contributed Discussion to Uncertainty Quantification for the Horseshoe by Stéphanie van der Pas, Botond Szabó and Aad van der Vaart

William Weimin Yoo

We begin by introducing the main ideas of the paper under discussion. We discuss some interesting issues regarding adaptive component-wise credible intervals. We then briefly touch…

math.ST20161 cited

Uncertainty quantification for the horseshoe

Stéphanie van der Pas, Botond Szabó, Aad van der Vaart

We investigate the credible sets and marginal credible intervals resulting from the horseshoe prior in the sparse multivariate normal means model. We do so in an adaptive setting w…

math.ST2014

On Bayesian based adaptive confidence sets for linear functionals

Botond Szabó

We consider the problem of constructing Bayesian based confidence sets for linear functionals in the inverse Gaussian white noise model. We work with a scale of Gaussian priors ind…

math.ST20142 cited

A sharp adaptive confidence ball for self-similar functions

Richard Nickl, Botond Szabó

In the nonparametric Gaussian sequence space model an -confidence ball is constructed that adapts to unknown smoothness and Sobolev-norm of the infinite-dimensional p…