Hypotheses testing and posterior concentration rates for semi-Markov processes
Sign Up to like & getrecommendations! Published in 2021 at "Statistical Inference for Stochastic Processes"
DOI: 10.1007/s11203-021-09247-3
Abstract: In this paper, we adopt a nonparametric Bayesian approach and investigate the asymptotic behavior of the posterior distribution in continuous time and general state space semi-Markov processes. In particular, we obtain posterior concentration rates for… read more here.
Keywords: posterior concentration; rates semi; concentration rates; markov processes ... See more keywords
Empirical Bayes posterior concentration in sparse high-dimensional linear models
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DOI: 10.3150/15-bej797
Abstract: We propose a new empirical Bayes approach for inference in the $p \gg n$ normal linear model. The novelty is the use of data in the prior in two ways, for centering and regularization. Under… read more here.
Keywords: empirical bayes; posterior concentration; bayes posterior; sparse high ... See more keywords