85 citations · 148 across the 7 of their papers we have counts for
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math.ST2017★ 4 cited
The Bayes Lepski's Method and Credible Bands through Volume of Tubular Neighborhoods
William Weimin Yoo, Aad W. van der Vaart
For a general class of priors based on random series basis expansion, we develop the Bayes Lepski's method to estimate unknown regression function. In this approach, the series tru…
math.ST2017★ 85 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.ST2017★ 11 cited
Adaptive Supremum Norm Posterior Contraction: Wavelet Spike-and-Slab and Anisotropic Besov Spaces
William Weimin Yoo, Vincent Rivoirard, Judith Rousseau
Supremum norm loss is intuitively more meaningful to quantify function estimation error in statistics. In the context of multivariate nonparametric regression with unknown error, w…