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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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Showing 2014Show all

2 papers · 1 filter

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.ST2014★ 2 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…