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math.ST2021
Bayesian Estimation and Comparison of Conditional Moment Models
Siddhartha Chib, Minchul Shin, Anna Simoni
We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponen…
math.ST2015
Adaptive Bayesian estimation in indirect Gaussian sequence space models
Jan Johannes, Anna Simoni, Rudolf Schenk
In an indirect Gaussian sequence space model lower and upper bounds are derived for the concentration rate of the posterior distribution of the parameter of interest shrinking to t…